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In this paper, we first show a class relation between the eigenvalue of functional matrix derivative and the derivative of function matrix eigenvalue. Applying the relation, we transform the time-varying linear matrix differential equation into eigenvalue differential equation. Furthermore, by using singular value decomposition and majorisation inequalities, we derive upper and lower bounds on eigenvalue summation of the solution for the Lyapunov matrix differential equation, which improve the recent results. As an application in control and optimisation, we show that our bounds could be used to discuss the stability of a class time-varying nonlinear system. Finally, we give a corresponding numerical example to show the superiority and effectiveness of the derived bounds. [ABSTRACT FROM AUTHOR]

The discrete coupled algebraic Riccati equation (DCARE) has wide applications in control theory and linear system. In general, for the DCARE, one discusses every term of the coupled term, respectively. In this paper, we consider the coupled term as a whole, which is different from the recent results. When applying eigenvalue inequalities to discuss the coupled term, our method has less error. In terms of the properties of special matrices and eigenvalue inequalities, we propose several upper and lower matrix bounds for the solution of DCARE. Further, we discuss the iterative algorithms for the solution of the DCARE. In the fixed point iterative algorithms, the scope of Lipschitz factor is wider than the recent results. Finally, we offer corresponding numerical examples to illustrate the effectiveness of the derived results. [ABSTRACT FROM AUTHOR]

In this paper, combining the equivalent form of the unified coupled algebraic Riccati equation (UCARE) with the eigenvalue inequalities of a matrix's sum and product, using the properties of an M-matrix and its inverse matrix, we offer new lower and upper matrix bounds for the solution of the UCARE. Furthermore, applying the derived lower and upper matrix bounds and a fixed-point theorem, an existence uniqueness condition of the solution of the UCARE is proposed. Then, we propose a new fixed-point iterative algorithm for the solution of the UCARE. Finally, we present a corresponding numerical example to demonstrate the effectiveness of our results. [ABSTRACT FROM PUBLISHER]

By using singular value decomposition and majorisation inequalities, we propose new upper and lower bounds for summations of eigenvalues (including the trace) of the solution of the continuous algebraic Riccati equation. These bounds improve and extend some of the previous results. Finally, we give corresponding numerical examples to illustrate the effectiveness of our results. [ABSTRACT FROM AUTHOR]

In this article, applying the properties of M-matrix and non-negative matrix, utilising eigenvalue inequalities of matrix's sum and product, we firstly develop new upper and lower matrix bounds of the solution for discrete coupled algebraic Riccati equation (DCARE). Secondly, we discuss the solution existence uniqueness condition of the DCARE using the developed upper and lower matrix bounds and a fixed point theorem. Thirdly, a new fixed iterative algorithm of the solution for the DCARE is shown. Finally, the corresponding numerical examples are given to illustrate the effectiveness of the developed results. [ABSTRACT FROM AUTHOR]

In this article, by using some matrix identities, we construct the equivalent form of the continuous coupled algebraic Riccati equation (CCARE). Further, with the aid of the eigenvalue inequalities of matrix's product, by solving the linear inequalities utilising the properties of M-matrix and its inverse matrix, new upper matrix bounds for the solutions of the CCARE are established, which improve and extend some of the recent results. Finally, a corresponding numerical example is proposed to illustrate the effectiveness of the derived results. [ABSTRACT FROM AUTHOR]