In this paper, new bounds are given for the matrix solution of the Lyapunov equation . It is shown that it is always possible to achieve a lower bound, while the upper bound can be obtained for a specified class of matrices which is given. The results are compared to those given in [1] through some examples.
Keywords :
Lyapunov matrix equations; Automatic control; Covariance matrix; Equations; Matrices; Performance evaluation; Polynomials; Stability; System testing; Transfer functions; White noise;