Abstract
New upper bounds for the solution of the discrete algebraic Lyapunov equation (DALE) P= APA T+ Q are presented. The only restriction on their applicability is that A be stable; there are no restrictions on the singular values of A nor on the diagonalizability of A. The new bounds relate the size of P to the radius of stability of A. The upper bounds are computable when the large dimension of A make direct solution of the DALE impossible. The new bounds are shown to reflect the dependence of P on A better than previously known upper bounds.
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