Solution bounds of the continuous and discrete Lyapunov matrix equations (Q704740)

The author presents some new bounds on the solution of the unified algebraic Lyapunov equation (UALE). The proposed bounds are given in the form of matrix inequalities for the solutions of UALE and scalar inequalities for their eigenvalues. These results are used to find bounds for solutions of continuous-time and discrete-time Lyapunov equations, which are the limiting cases of UALE. The author compares his bounds with others given in the literature, using some numerical examples, and finds them tighter. Nevertheless, this comparison is far from being complete [see, e.g., \textit{A. Czornik} and \textit{A. Nawrat}, ``On the bounds on the solutions of the algebraic Lyapunov and Riccati equations'', Arch. Control Sci. 10, 197--244 (2000)].