On Bounds for the Solution to the Discrete Lyapunov Matrix Equation
نویسندگان
چکیده
منابع مشابه
Bounds for the solution of the discrete algebraic Lyapunov equation
New bounds for solutions of the discrete algebraic Lyapunov equation P = APA T + Q are derived. The new bounds are compared to existing ones and found to be of particular interest when A is non-normal.
متن کاملBounds on the trace of a solution to the Lyapunov equation with a general stable matrix
Some new estimates for the eigenvalue decay rate of the Lyapunov equation AX + XA = B with a low rank right-hand side B are derived. The new bounds show that the right-hand side B can greatly influence the eigenvalue decay rate of the solution. This suggests a new choice of the ADI-parameters for the iterative solution. The advantage of these new parameters is illustrated on second order damped...
متن کاملUpper bounds for the solution of the discrete algebraic Lyapunov equation
New upper bounds for the solution of the discrete algebraic Lyapunov equation (DALE) P = APAT + Q are presented. The only restriction on their applicability is that A be stable; there are no restrictions on the singular values 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...
متن کاملBounds for solutions of the discrete algebraic Lyapunov equation
A family of sharp, arbitrarily tight, upper and lower matrix bounds for solutions of the discrete algebraic Lyapunov are presented. The lower bounds are tighter than previously known ones. Unlike the majority of previously known upper bounds, those derived here have no restrictions on their applicability. Upper and lower bounds for individual eigenvalues and for the trace of the solution are fo...
متن کاملBounds for Solutions of the Discrete Algebraic Lyapunov Equation - Automatic Control, IEEE Transactions on
A family of sharp, arbitrarily tight upper and lower matrix bounds for solutions of the discrete algebraic Lyapunov are presented. The lower bounds are tighter than previously known ones. Unlike the majority of previously known upper bounds, those derived here have no restrictions on their applicability. Upper and lower bounds for individual eigenvalues and for the trace of the solution are fou...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Transactions of the Society of Instrument and Control Engineers
سال: 1979
ISSN: 0453-4654
DOI: 10.9746/sicetr1965.15.986