We present two new bounds for the eigenvalues of the solutions to a class of continuous- and discrete-time Lyapunov equations. These bounds hold for Lyapunov equations with symmetric coefficient matrices and right-hand side matrices of low rank. They reflect the fast decay of the nonincreasingly ordered eigenvalues of the solution matrix. (C) 2000 Elsevier Science B.V. All rights reserved.
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页码:139 / 144
页数:6
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