Bounds for the solution of the discrete algebraic Lyapunov equation

被引:3
|
作者
Tippett, MK [1 ]
机构
[1] Ctr Previsao Tempo & Estudos Climat, BR-12630000 Cachoeira Paulista, SP, Brazil
关键词
Lyapunov; singular value decomposition;
D O I
10.1016/S0005-1098(97)00189-1
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
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. (C) 1998 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码:275 / 277
页数:3
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