IEEE Transactions on Automatic Control, Vol.46, No.4, 659-664, 2001
On the sensitivity of the coupled discrete-time Lyapunov equation
The sensitivity of coupled discrete-time Lyapunov equations is analyzed through three types of norms of the inverse Lyapunov-like operator. This analysis leads to bounds on the relative perturbation of the solution. These results extend the results for standard Lyapunov equation presented in [3].