Bounds for solutions of the discrete algebraic Lyapunov equation

Citation
Mk. Tippett et D. Marchesin, Bounds for solutions of the discrete algebraic Lyapunov equation, IEEE AUTO C, 44(1), 1999, pp. 214-218
Citations number
10
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286 → ACNP
Volume
44
Issue
1
Year of publication
1999
Pages
214 - 218
Database
ISI
SICI code
0018-9286(199901)44:1<214:BFSOTD>2.0.ZU;2-Y
Abstract
A family of sharp, arbitrarily tight upper and lower matrix bounds far solu tions of the discrete algebraic Lyapunov are presented. The lower bounds ar e tighter than previously. known ones. Unlike the majority of previously kn own upper bounds? those derived here have no restrictions on their applicab ility. Upper and lower bounds for individual eigenvalues and for the trace of the solution are found using the new matrix bounds. Sharp trace hounds n ot derivable from the matrix bounds are also presented.