- Research Article
- Open access
- Published:
On the estimation of upper bound for solutions of perturbed discrete Lyapunov equations
Journal of Inequalities and Applications volume 2006, Article number: 58931 (2006)
Abstract
The estimation of the positive definite solutions to perturbed discrete Lyapunov equations is discussed. Several upper bounds of the positive definite solutions are obtained when the perturbation parameters are norm-bounded uncertain. In the derivation of the bounds, one only needs to deal with eigenvalues of matrices and linear matrix inequalities, and thus avoids solving high-order algebraic equations. A numerical example is presented.
References
Amir-Moéz AR: Extreme properties of eigenvalues of a hermitian transformation and singular values of the sum and product of linear transformations. Duke Mathematical Journal 1956, 23: 463–476. 10.1215/S0012-7094-56-02343-2
Horn RA, Johnson CR: Matrix Analysis. Cambridge University Press, Cambridge; 1985:xiii+561.
Kwon WH, Moon YS, Ahn SC: Bounds in algebraic Riccati and Lyapunov equations: a survey and some new results. International Journal of Control 1996,64(3):377–389. 10.1080/00207179608921634
Lu LZ: Matrix bounds and simple iterations for positive semidefinite solutions to discrete-time algebraic Riccati equations. Journal of Xiamen University. Natural Science 1995,34(4):512–516.
Moheimani SOR, Petersen IR: Optimal quadratic guaranteed cost control of a class of uncertaintime-delay systems. IEE Proceedings-Control Theory and Applications 1997,144(2):183–188. 10.1049/ip-cta:19970844
Xie L: Output feedbackcontrol of systems with parameter uncertainty. International Journal of Control 1996,63(4):741–750. 10.1080/00207179608921866
Xu J-H, Skelton RE, Zhu G: Upper and lower covariance bounds for perturbed linear systems. IEEE Transactions on Automatic Control 1990,35(8):944–948. 10.1109/9.58509
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Open Access This article is distributed under the terms of the Creative Commons Attribution 2.0 International License (https://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
About this article
Cite this article
Chen, DY., Wang, DY. On the estimation of upper bound for solutions of perturbed discrete Lyapunov equations. J Inequal Appl 2006, 58931 (2006). https://doi.org/10.1155/JIA/2006/58931
Received:
Revised:
Accepted:
Published:
DOI: https://doi.org/10.1155/JIA/2006/58931