Title :
Eigenvalue bounds for the discrete Lyapunov matrix equation
Author :
Mori, Takayoshi ; Fukuma, Nono ; Kuwahara, Michiyoshi
Author_Institution :
Kyoto University, Gokasho, Uji, Japan
fDate :
9/1/1985 12:00:00 AM
Abstract :
Upper and lower bounds for every eigenvalue of the positive definite solution to the discrete Lyapunov matrix equation are provided. The obtained bounds have an advantage that they can give nontrivial lower bounds even when some existing results yield trivial ones.
Keywords :
Eigenvalues/eigenvectors; Lyapunov matrix equations; Computational efficiency; Computer errors; Convergence; Eigenvalues and eigenfunctions; Equations; Iterative algorithms; Iterative methods; Power generation economics; Power systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1985.1104092
