Lower bounds on eigenvalue summation for the solution of the Lyapunov matrix differential equation
Juan Zhang, Jianzhou Liu, Quanbing Li · IMA Journal of Mathematical Control and Information · 2016
The Lyapunov matrix differential equation has widely applications in control theory and linear system. In this paper, applying the properties of exponential matrices and integrable functions, we obtain lower bounds on eigenvalue summation for the solution of this equation using eigenvalue inequalities and majorization inequalities. Finally, we give a corresponding numerical example to show the effectiveness of the derived bounds.