On the sensitivity of the coupled discrete-time Lyapunov equation

Authors
Czornik, A Swierniak, A
Citation
A. Czornik et A. Swierniak, On the sensitivity of the coupled discrete-time Lyapunov equation, IEEE AUTO C, 46(4), 2001, pp. 659-664
Citations number
7
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286 → ACNP
Volume
46
Issue
4
Year of publication
2001
Pages
659 - 664
Database
ISI
SICI code
0018-9286(200104)46:4<659:OTSOTC>2.0.ZU;2-6
Abstract
The sensitivity of coupled discrete-time Lyapunov equations is analyzed thr ough three types of norms of the inverse Lyapunov-like operator. This analy sis leads to bounds on the relative perturbation of the solution. These res ults extend the results for standard Lyapunov equation presented in [3].