NEW GENERALIZED UPPER TRACE BOUND FOR THE SOLUTION OF THE LYAPUNOV EQUATION
Svetoslav Savov, Ivan P. Popchev · 2008
Abstract: A new upper trace bound, which generalizes the best available similar estimates, improves their tightness and holds under a less conservative validity restriction imposed on the coefficient matrix, is derived for the solution matrix of the continuous algebraic Lyapunov equation (CALE). Two numerical examples illustrate the applicability of the main result.