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Eigenvalue bounds on the solutions of coupled Lyapunov and Riccati equations

Kouikoglou Vasilis, Tsourveloudis Nikolaos

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URIhttp://purl.tuc.gr/dl/dias/FB4AF9D9-6C09-4D81-A906-70CBDB3704D3-
Identifierhttps://doi.org/10.1016/0024-3795(94)00145-6-
Identifierhttp://www.researchgate.net/profile/Vassilis_Kouikoglou/publication/222726144_Eigenvalue_bounds_on_the_solutions_of_coupled_Lyapunov_and_Riccati_equations/links/0c96052a0caea8fb40000000.pdf-
Languageen-
Extent13 pagesen
TitleEigenvalue bounds on the solutions of coupled Lyapunov and Riccati equationsen
CreatorKouikoglou Vasilisen
CreatorΚουϊκογλου Βασιληςel
CreatorTsourveloudis Nikolaosen
CreatorΤσουρβελουδης Νικολαοςel
PublisherElsevieren
Content SummaryCoupled Lyapunov and Riccati equations of the form arise in the estimation problem of stochastic systems corrupted by additive and multiplicative noise. The matrices P and Q are the steady-state and estimation error covariances. In this paper trace and eigenvalue bounds for P and Q are established.en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-11-07-
Date of Publication1996-
SubjectSystems, Stochasticen
Subjectstochastic systemsen
Subjectsystems stochasticen
Bibliographic CitationV.S. Kouikoglou, N.C. Tsourveloudis ," Eigenvalue bounds on the solutions of coupled Lyapunov and Riccati equations," Linear algebra and its appl. ,vol. 235, pp.247-259,Mar. 1996.doi:10.1016/0024-3795(94)00145-6en

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