Institutional Repository
Technical University of Crete
Technical University of Crete
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| URI: | http://purl.tuc.gr/dl/dias/FB4AF9D9-6C09-4D81-A906-70CBDB3704D3 | ||
| Year | 1996 | ||
| Type of Item | Peer-Reviewed Journal Publication | ||
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| 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 https://doi.org/10.1016/0024-3795(94)00145-6 | ||
| Appears in Collections |
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.
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