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On the estimation of upper bound for solutions of perturbed discrete Lyapunov equations

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.

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Correspondence to Dong-Yan Chen.

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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.

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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

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  • DOI: https://doi.org/10.1155/JIA/2006/58931

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