A note on the extremal properties of the discrete-time Lyapunov matrix equation
- Fahmy, M.M.
- Hanafy, A.A.R.
Publication date
March 1979
DOI Publisher
Published by Elsevier Inc. ISSN
0019-9958Abstract
The discrete-time Lyapunov matrix equation A′QA-Q=-R is considered. Fundamental inequalities declaring some extremal properties of the solution are proposed. Lower bounds for the minimum and maximum eigenvalues of Q in terms of čA,R⩽ are established. Upper bounds are also attained under some conditions
Add to ORKG