Bounds in the Lyapunov matrix differential equation

T. Mori, Norio Fukuma, M. Kuwahara

IEEE Transactions on Automatic Control · 1987 · 31 citations · 8 references

Concepts

Abstract

Upper and lower bounds for the trace of the solution of the Lyapunov matrix differential equation are derived. It is shown that they are obtained as solutions to simple scalar differential equations. As a special case, the bounds for the stationary solution give ones for the solution to the Lyapunov algebraic equation.

References

8