Eigenvalue bounds on the solutions of coupled Lyapunov and Riccati equationsEigenvalue bounds on the solutions of coupled Lyapunov and Riccati equations Peer-Reviewed Journal Publication Δημοσίευση σε Περιοδικό με Κριτές 2015-11-071996enCoupled 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.http://creativecommons.org/licenses/by/4.0/Linear algebra and its applications235247–259 Kouikoglou Vasilis Κουϊκογλου Βασιλης Tsourveloudis Nikolaos Τσουρβελουδης Νικολαος Elsevier Systems, Stochastic stochastic systems systems stochastic