Sensitivity analysis of the discrete generalized Lyapunov equation

Studies the sensitivity of Lyapunov equations which are encountered in generalized state-space systems of the form E/spl chi/(/spl kappa/+1)=A/spl chi/(/spl kappa/), where E is nonsingular, and the system stable. The authors treat this problem and show that the results of the generalized continuous-time case extend to the discrete-time case. Furthermore, the authors derive bounds on the perturbations in the system so that the perturbed system is stable.<
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