Eigenvalue upper bounds of the solution of the continuous Riccati equation

Chien-Hua Lee · IEEE Transactions on Automatic Control · 1997

New upper bounds for the solution eigenvalues of the continuous algebraic matrix Riccati equation are developed. They include bounds of the extreme eigenvalues, the summation and product of eigenvalues, the trace, and the determinant. It is shown that the majority of the present eigenvalue bounds, expressed in concise forms, are less restrictive and sharper than existing results.

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