On upper bounds for the unified algebraic Riccati equation |
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Authors: | Adam Czornik Aleksander Nawrat |
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Affiliation: | Institute of Mathematics, Silesian Technical University, Pl-44-100 Gliwice, ul. Kaszubska 23, Poland |
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Abstract: | In recent years, several eigenvalues, norms and determinants bounds have been investigated separately for the solutions of continuous and discrete Riccati equations. In this paper, an upper bound for solution of the unified Riccati equation is presented. In the limiting cases, the result reduces to a new upper bound for the solution of continuous and discrete Riccati equation. |
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Keywords: | Unified Riccati equation Upper bounds |
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