Solution Bounds of the Continuous and Discrete Lyapunov Matrix Equations

C. H. Lee
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C. H. Lee: Cheng-Shiu University

Journal of Optimization Theory and Applications, 2004, vol. 120, issue 3, No 5, 559-578

Abstract: Abstract A unified approach is proposed to solve the estimation problem for the solution of continuous and discrete Lyapunov equations. Upper and lower matrix bounds and corresponding eigenvalue bounds of the solution of the so-called unified algebraic Lyapunov equation are presented in this paper. From the obtained results, the bounds for the solutions of continuous and discrete Lyapunov equations can be obtained as limiting cases. It is shown that the eigenvalue bounds of the unified Lyapunov equation are tighter than some parallel results and that the lower matrix bounds of the continuous Lyapunov equation are more general than the majority of those which have appeared in the literature.

Keywords: Matrix bounds; eigenvalue bounds; Lyapunov equation; unified algebraic Lyapunov equation (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1023/B:JOTA.0000025710.59589.80

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