New bound on the sensitivity of the solution of the Lyapunov equation

AbstractA new bound on the “size” of the variation of the solution of the normal Lyapunov equation under variation of the data is derived. In contrast to a first order bound for differential perturbation, the new bound is exact and still holds under large data variation. It is shown that the new bound is less conservative than those currently available, especially in the case of a high-dimensional Lyapunov equation