Upper bounds for the solution of the discrete algebraic Lyapunov equation

Authors
Tippett, MK Marchesin, D
Citation
Mk. Tippett et D. Marchesin, Upper bounds for the solution of the discrete algebraic Lyapunov equation, AUTOMATICA, 35(8), 1999, pp. 1485-1489
Citations number
18
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATICA
ISSN journal
00051098 → ACNP
Volume
35
Issue
8
Year of publication
1999
Pages
1485 - 1489
Database
ISI
SICI code
0005-1098(199908)35:8<1485:UBFTSO>2.0.ZU;2-W
Abstract
New upper bounds for the solution of the discrete algebraic Lyapunov equati on (DALE) P = APA(T) + Q are presented. The only restriction on their appli cability is that A be stable; there are no restrictions on the singular val ues of A nor on the diagonalizability of A. The new bounds relate the size of P to the radius of stability of A. The upper bounds are computable when the large dimension of A make direct solution of the DALE impossible. The n ew bounds are shown to reflect the dependence of P on A better than previou sly known upper bounds. (C) 1999 Elsevier Science Ltd. All rights reserved.