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New lower matrix bounds for the solution of the continuous algebraic lyapunov equation
Author(s) -
Davies Richard,
Shi Peng,
Wiltshire Ron
Publication year - 2008
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1002/asjc.44
Subject(s) - matrix (chemical analysis) , algebraic number , mathematics , lyapunov equation , algebraic equation , upper and lower bounds , lyapunov function , positive definite matrix , mathematical analysis , nonlinear system , eigenvalues and eigenvectors , materials science , physics , quantum mechanics , composite material
New lower matrix bounds are derived for the solution of the continuous algebraic Lyapunov equation (CALE). Following each bound derivation, an iterative algorithm is proposed to derive tighter matrix bounds. In comparison to existing results, the presented results are more concise and are always valid when the CALE has a non‐negative definite solution. We finally give numerical examples to show the effectiveness of the derived bounds and make comparisons with existing results. Copyright © 2008 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society