Inertia theorems for operator Lyapunov inequalities

We study operator Lyapunov inequalities and equations for which the infinitesimal generator is not necessarily stable, but it satisfies the spectrum decomposition assumption and it has at most finitely many unstable eigenvalues. Moreover, the input or output operators are not necessarily bounded, but are admissible. We prove an inertia result: under mild conditions, we show that the number of unstable eigenvalues of the generator is less than or equal to the number of negative eigenvalues of the self-adjoint solution of the operator Lyapunov inequality. (C) 2001 Elsevier Science B.V. All rights reserved