Bounds for the solution of the discrete algebraic Lyapunov equation (Q1129700)
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scientific article; zbMATH DE number 1192928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the solution of the discrete algebraic Lyapunov equation |
scientific article; zbMATH DE number 1192928 |
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Bounds for the solution of the discrete algebraic Lyapunov equation (English)
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29 September 1999
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The author derives new bounds for discrete algebraic matrix Lyapunov equations and compares them with existing ones. The non-normal matrices giving rise to sensitivity problems are particularly considered. Motivation was found from an application of the Kalman filter to the problem of assimilating atmospheric data.
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singular value decomposition
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bounds
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discrete algebraic matrix Lyapunov equations
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sensitivity
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