ON UPPER BOUNDS FOR THE UNIFIED ALGEBRAIC RICCATI EQUATION

摘要

In recent years, several eigenvalues, norms and determinants bounds have been investigated separately for the solutions of continuous and discrete Riccati equations. In this paper, an upper bound for solution of the unified Riccati equation is presented. In the limiting cases, the result reduces to a new upperbound for the solution of continuous and discrete Riccati equation. (C) 1997 Published by Elsevier Science B.V. [References: 13]