A note on the Lyapunov equation (Q1362625): Difference between revisions
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Revision as of 10:13, 16 February 2024
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English | A note on the Lyapunov equation |
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A note on the Lyapunov equation (English)
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5 August 1997
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For the Lyapunov equation \({\mathcal L}_A (X): =AX+ XA^*= -W\), if \(A\) is stable, the operator \({\mathcal L}_A^{-1}\) exists and its norm is a measure of the sensitivity of the solution. The author shows that \[ |{\mathcal L}_A^{-1} |_{p \to p} \leq|H_* |^{1/p} |H |^{1-1/p}, \] where \(H= \int^\infty_0 e^{At} e^{A^*t} dt\), \(H_*= \int^\infty_0 e^{A^*t} e^{At} dt\), and \(|\cdot |_{p\to p} =\sup \{|\cdot (X)|_p\); \(|X|_p =1\}\).
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solution sensitivity
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norm of inverse operator
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Lyapunov equation
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