Bounds for solutions of the discrete algebraic Lyapunov equation

DOI10.1109/9.739145zbMath0956.65034OpenAlexW2009694668MaRDI QIDQ4506617

Michael K. Tippett, Dan Marchesin

Publication date: 17 October 2000

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

Full work available at URL: https://semanticscholar.org/paper/576057f0aeeb9a7270e0e03e6eeb3617d1e0d503

zbMATH Keywords

eigenvalue boundsmatrix boundsLyapunov matrix equationscovariance matricesdiscrete algebraic Lyapunov equationtrace bounds

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Inequalities involving eigenvalues and eigenvectors (15A42) Miscellaneous inequalities involving matrices (15A45)

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