A note on the algebraic matrix Riccati equation
W.H. Kwon, A. E. Pearson · IEEE Transactions on Automatic Control · 1977
The results in [1] and [2] for the matrix Lyapunov equation are extended to the case of an algebraic matrix Riccati equation. Some errors in [1] and [2] are pointed out by a counter example. The estimations obtained in this note are shown to be exact for certain cases. Similar results are possible for the discrete algebraic matrix Riccati equation.