Timeline for On the solution of a generalized Lyapunov equation
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Sep 10, 2014 at 6:42 | comment | added | Federico Poloni | @Suvrit I agree -- Both the sum-of-norms and the norm-of-sum version are mentioned in the discussion, I must have missed the stronger form when I wrote that comment. | |
| Sep 9, 2014 at 19:20 | comment | added | Suvrit | @FedericoPoloni: Actually, what you write won't coincide with the bound in the comments (because that bound is stronger, and only after applying the triangle inequality, does it simplify down to this one...) | |
| Aug 6, 2014 at 3:01 | comment | added | Dude-Ray | Hi, buddies. I have found a paper named 'The optimal projection equations for reduced-order, discrete-time state estimation for linear systems with multiplicative white noise' which gives the answer for discrete case. But still lack of proofs. I am very interested with the proof methods. | |
| Aug 5, 2014 at 13:18 | comment | added | Dude-Ray | Nice comments, Bierkens and Poloni. I will think it over. | |
| Aug 5, 2014 at 12:02 | comment | added | Federico Poloni | For the record, $\|F_i\otimes F_i\|=\|F_i\|^2$, so this should coincide with the bound mentioned in the comments. | |
| Aug 5, 2014 at 10:23 | history | edited | Joris Bierkens | CC BY-SA 3.0 |
added 18 characters in body
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| Aug 5, 2014 at 10:04 | history | answered | Joris Bierkens | CC BY-SA 3.0 |