Abstract
New lower matrix bounds are derived for the solution of the continuous algebraic Lyapunov equation (CALE). Following each bound derivation, an iterative algorithm is proposed to derive tighter matrix bounds. In comparison to existing results, the presented results are more concise and are always valid when the CALE has a non-negative definite solution. We finally give numerical examples to show the effectiveness of the derived bounds and make comparisons with existing results.
Original language | English |
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Pages (from-to) | 449 - 455 |
Number of pages | 6 |
Journal | Asian Journal of Control |
Volume | 10 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Jul 2008 |
Keywords
- lower matrix bound
- continuous algebraic lyapunov equation
- iterative algorithm