Bounds for the eigenvalues of the solution of the discrete Riccati and Lyapunov equations and the continuous Lyapunov equation |
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Authors: | JÜRGEN GARLOFF |
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Affiliation: | Institute for Applied Mathematics, University of Freiburg i. Br. , Freiburg i. Br., D-7800, Federal Republic of Germany |
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Abstract: | We present some bounds for the eigenvalues and certain sums and products of the eigenvalues of the solution of the discrete Riccati and Lyapunov matrix equations and the continuous Lyapunov matrix equation. Nearly all of our bounds for the discrete Riccati equation are new. The bounds for the discrete and continuous Lyapunov equations give a completion of some known bounds for the extremal eigenvalues and the determinant and the trace of the solution of the respective equation. |
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