Journal of Inequalities and Applications
Volume 6 (2001), Issue 4, Pages 373-385
doi:10.1155/S1025583401000224
Abstract
Upper bounds for eigenvalues of a solution to continuous time coupled algebraic Riccati equation (CCARE) and discrete time coupled algebraic Riccati equation (DCARE) are developed as special cases of bounds for the unified coupled algebraic Riccati equation (UCARE). They include bounds of the maximal eigenvalues, the sums of the eigenvalues and the trace.