Spectral norm and trace bounds of algebraic matrix Riccati equations

Taesam Kang, Byung‐Soo Kim, Jang Gyu Lee · IEEE Transactions on Automatic Control · 1996

Upper bounds on spectral norm and trace for the solution of continuous algebraic matrix Riccati equations are proposed. The proposed bounds are based on a form of the general analytic solution. It is shown that, in many cases, the spectral norm and the trace bounds are better than other results.

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