Trace bounds on the solution of the algebraic matrix Riccati and Lyapunov equation
Sheng-De Wang, Te‐Son Kuo, Chen‐Fa Hsu · IEEE Transactions on Automatic Control · 1986
Lower and upper bounds on the trace of the positive semidefinite solution of the algebraic matrix Riccati and Lyapunov equation are derived. The upper trace bound obtained in this note in many cases results in a tighter bound as compared to the Upper bound for the maximal eigenvalue proposed in [1] and [2].