Lower bounds on the solution of Lyapunov matrix and algebraic Riccati equations
V. Karanam · IEEE Transactions on Automatic Control · 1981
In this note various lower bounds for all the eigenvalues of the solution matrixKof the Lyapunov matrix equation are established. A special case of this result is a generalization of that presented in [1]-[3], where lower bounds for the maximum and minimum eigenvalues ofKare given. Moreover, the approach used here enables one to establish various lower bounds for some of the (largest) eigenvalues of the solution matrix of the algebraic Riccati equation.