Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case

被引：115

作者：

Penzl, T ^{[1
]}

机构：

[1] Univ Calgary, Dept Math & Stat, Calgary, AB T2N 1N4, Canada

来源：

SYSTEMS & CONTROL LETTERS | 2000年 / 40卷 / 02期

关键词：

Lyapunov equation; eigenvalue decay; eigenvalue bound;

D O I：

10.1016/S0167-6911(00)00010-4

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We present two new bounds for the eigenvalues of the solutions to a class of continuous- and discrete-time Lyapunov equations. These bounds hold for Lyapunov equations with symmetric coefficient matrices and right-hand side matrices of low rank. They reflect the fast decay of the nonincreasingly ordered eigenvalues of the solution matrix. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：139 / 144

页数：6

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