Eigenvalue bounds on the solutions of coupled Lyapunov and Riccati equations

URI	http://purl.tuc.gr/dl/dias/FB4AF9D9-6C09-4D81-A906-70CBDB3704D3	-
Identifier	https://doi.org/10.1016/0024-3795(94)00145-6	-
Identifier	http://www.researchgate.net/profile/Vassilis_Kouikoglou/publication/222726144_Eigenvalue_bounds_on_the_solutions_of_coupled_Lyapunov_and_Riccati_equations/links/0c96052a0caea8fb40000000.pdf	-
Language	en	-
Extent	13 pages	en
Title	Eigenvalue bounds on the solutions of coupled Lyapunov and Riccati equations	en
Creator	Kouikoglou Vasilis	en
Creator	Κουϊκογλου Βασιλης	el
Creator	Tsourveloudis Nikolaos	en
Creator	Τσουρβελουδης Νικολαος	el
Publisher	Elsevier	en
Content Summary	Coupled 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 Item	Peer-Reviewed Journal Publication	en
Type of Item	Δημοσίευση σε Περιοδικό με Κριτές	el
License	http://creativecommons.org/licenses/by/4.0/	en
Date of Item	2015-11-07	-
Date of Publication	1996	-
Subject	Systems, Stochastic	en
Subject	stochastic systems	en
Subject	systems stochastic	en
Bibliographic Citation	V.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)00145-6	en

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