On the hyper-Lyapunov matrix inclusions

Abstract

By adding a scalar parameter to the classical Lyapunov matrix inequality, the underlying structure turns to be richer: Partial order of stability sets is introduced. This is then used to improve estimates of trajectories associated with differential inclusions.Technically, the spectrum of all matrices, satisfying a given Lyapunov inequality, lies within a special disk in the right-half plane: Under inversion such a disk is mapped onto itself.As a by-product, it is shown that these disks are a natural tool to understanding the Matrix-Sign-Function iteration scheme, used in matrix computations.Hyper-Lyapunov inclusions are formulated through Matrix-Quadratic-Form Inequalities and so are the analogous Hyper-Stein sets of matrices whose spectrum lies within sub-unit disks.