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On bounds of the solution to the parametric Lyapunov equations with applications

  • Xing Li
  • , Bin Zhou*
  • , Junwei Cao
  • *Corresponding author for this work
  • Harbin Institute of Technology
  • National Key Laboratory of Complex System Control and Intelligent Agent Cooperation
  • Harbin Institute of Technology

Research output: Contribution to journalArticlepeer-review

Abstract

The parametric Lyapunov equation (PLE) plays a fundamental role in various control problems for both linear and nonlinear systems, and it can be used to determine feedback gains and the corresponding Lyapunov function. This paper presents estimates for upper and lower bounds on the eigenvalues of the solution to the PLE. These estimates are applicable to both multiple-input and single-input linear systems, effectively circumventing cumbersome matrix integrals. The upper bound is expressed as a polynomial function of the parameter in the PLE, while the lower bound is represented by a rational function of the parameter in the PLE. Notably, as the parameter approaches the left critical value or tends toward infinity, these estimates align with existing results regarding the properties of the solution, thereby confirming the tightness of the bounds. The derived estimations are further illustrated through two numerical examples. Finally, the established upper and lower bounds are utilized to enhance the results related to overshoot estimation in pole placement.

Original languageEnglish
Article number130172
JournalApplied Mathematics and Computation
Volume531
DOIs
StatePublished - 15 Dec 2026

Keywords

  • Lower bounds
  • Parametric Lyapunov equation
  • Upper bounds

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