Upper bounds for the eigenvalues of the solution of the discrete algebraic Lyapunov equation

DOI10.1109/9.52305zbMath0705.93069OpenAlexW2059246554MaRDI QIDQ3486486

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Publication date: 1990

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.52305

zbMATH Keywords

discrete algebraic Lyapunov equation

Mathematics Subject Classification ID

Lyapunov and storage functions (93D30) Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18)

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Performance bounds of discrete-time LQ systems with structured uncertainties ⋮ Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations ⋮ A natural gradient descent algorithm for the solution of discrete algebraic Lyapunov equations based on the geodesic distance

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