Differential and difference Lyapunov equations: simultaneous eigenvalue bounds
Abdelaziz Hmamed · International Journal of Systems Science · 1990
Several simultaneous eigenvalue bounds for the solution of the differential and difference Lyapunov equations are presented. It is shown that, in certain cases, each bound is obtained as a solution of a simple scalar differential or difference equation. In the limiting case where the solution to the differential or the difference Lyapunov equation becomes stationary, some of the results reduce to several existing bounds for the algebraic equations.