New bound on the sensitivity of the solution of the Lyapunov equation (Q800448): Difference between revisions
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scientific article
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English | New bound on the sensitivity of the solution of the Lyapunov equation |
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New bound on the sensitivity of the solution of the Lyapunov equation (English)
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1984
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Soit \(A^ HX+XA=-Q\), l'équation de Lyapunov, avec \(X=X^ H\in {\mathbb{C}}^{n\times n}\), \(Q=Q^ H\in {\mathbb{C}}^{n\times n}\), \(A\in {\mathbb{C}}^{n\times n}\), Re \(\lambda_ i(A)<0\), \(i=1,2,...,n\). L'A. considère ici l'équation de Lyapunov perturbée: \((A+\Delta A)^ H(X+\Delta X)+(X+\Delta X)(A+\Delta A)=-Q-\Delta Q,\) avec \(\Delta X=\Delta X^ H\), \(\Delta Q=\Delta Q^ H\). Il détermine une nouvelle borne supérieure de \(\Delta\) X étant données les perturbations \(\Delta\) A et \(\Delta\) Q.
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bound on the sensitivity
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differential perturbation
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Lyapunov equation
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stability matrix
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