IEEE Transactions on Automatic Control, Vol.41, No.9, 1338-1341, 1996
Upper and Lower Matrix Bounds of the Solution for the Discrete Lyapunov Equation
New matrix bounds of the solution for the discrete algebraic matrix Lyapunov equation are established. The upper and lower eigenvalue bounds such as each eigenvalue including the extreme ones, the trace, and the determinant are also determined by these matrix hounds For the same solution. The present schemes are tighter as compared with the majority of existing results.
Keywords:ALGEBRAIC RICCATI;SYSTEMS