Abstract
Formulae are given for finding upper and lower bounds on the extreme eigenvalues of the solution to an algebraic matrix equation arising in quadratic optimal control of linear stochastic-parameter systems. These bounds may be used, e.g. in the a priori robustness study of such controllers without having to solve the matrix equation.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
