Iterative Upper Bounds of the Solution of the Continuous Lyapunov Matrix Equation

Chien‐Hua Lee · 2005

This paper proposes some new matrix upper bounds of the solution of the continuous algebraic Lyapunov equation (CALE). According to the obtained results, several iterative procedures for deriving sharper solution bounds of the CALE are also presented. Comparing to the majority of existing works, these obtained bounds are easy to be computed.

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