In regard to the stability analysis and control properties of the linear system $\dot{x}=Ax$.
Consider the solution $P$ of the continuous Lyapunov equation $AP+PA^T+Q=0$, where $A,Q,P \in {\mathbb{R}}^{n\times n}$, $A$ is a stable matrix and $Q$ is positive semidefinite.
Stability theory states that $P$ is positive definite.
If we were to modify the linear dynamics to $\dot{x}=(A-\alpha I) x$ where $\alpha >0$ then the new corresponding Lyapunov equation is $(A-\alpha I)P_m+P_m(A-\alpha I)^T+Q=0$ with solution $P_m$ (which is again positive definite).
The solution $P $ can also be found directly by $P=\int_0^\infty e^{At}Qe^{A^Tt}dt$ and similarly $P_m=\int_0^\infty e^{(A-\alpha I)t}Qe^{(A^T-\alpha I)t}dt=\int_0^\infty e^{-\alpha t} e^{At}Qe^{A^Tt}dt$.
Consequently, as $\forall t\geq 0$ we have $e^{-\alpha t}\leq {1}$, then $P_m \leq P$ but does a stronger bound exist?
For example a tighter bound of the form $P_m \leq f(\alpha ) P$.
