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 | - |
| 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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