Automatica, Vol.37, No.4, 619-624, 2001
Lower bounds on the solution of coupled algebraic Riccati equation
Lower bounds for eigenvalues and matrix lower bound of a solution to continuous-time coupled algebraic Riccati equation and discrete-time coupled algebraic Riccati equation are developed as special cases of bounds for the unified coupled algebraic Riccati equation. They include bounds for the minimal eigenvalues, the sums of the eigenvalues, the trace and the determinant.