A simple approach for estimating solution bounds of the continuous Lyapunov equation
Chien‐Hua Lee, Kuo-Hsiung Chien, Cheng‐Yi Chen · 2009
By using linear algebraic techniques, this paper proposes a simple approach to derive new matrix bounds of the solution of the continuous algebraic Lyapunov equation (CALE). Both upper and lower matrix bounds are presented. Compared to existing works on this topic, these newly obtained bounds are less restrictive and easier to calculate. A numerical example is also given on order to compare the tightness of the presented results with those appearing in the literature.