Bounds for the solution of the discrete algebraic Lyapunov equation
نویسنده
چکیده
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.
منابع مشابه
Upper 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...
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ورودعنوان ژورنال:
- Automatica
دوره 34 شماره
صفحات -
تاریخ انتشار 1998