Technical communique: Bounds for the solution of the discrete algebraic Lyapunov equation

  • Authors:

  • Michael K. Tippett

  • Affiliations:

  • Centro de Previsão de Tempo e Estudos Climáticos, Rodovia Presidente Dutra, km 40, 12630-000, Cachoeira PaulistaSP, Brazil

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 1998

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Abstract

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.