New lower matrix bounds for the solution of the continuous algebraic Lyapunov equation
Date
2008
Authors
Davies, R.
Shi, P.
Wiltshire, R.
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Journal article
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Asian Journal of Control, 2008; 10(4):449-455
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Richard Davies, Peng Shi, and Ron Wiltshire
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Abstract
<jats:title>Abstract</jats:title><jats:p>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</jats:p>
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Copyright © 2008 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society