Bounds for the eigenvalues of the solution matrix of the algebraic Riccati equation
Engin Yaz · International Journal of Systems Science · 1985
Novel bounds are proposed for the extreme and lower half eigenvalues of the solution matrix for the algebraic Riccati equation. The formulae giving these bounds can easily be applied to determine the region where the eigenvalues lie, and the bounds have the added advantage of being sharper in some cases than the previously proposed ones, as some realistic examples will show. The proposed bounds find many applications which are pointed out in the text.