Factorized Solution of Sylvester Equations with Applications in Control∗
نویسنده
چکیده
Sylvester equations play a central role in many areas of applied mathematics and in particular in systems and control theory. Here we will show how low-rank solutions for stable Sylvester equations can be computed based on the matrix sign function method. We discuss applications in model reduction as well as in observer design. Numerical experiments demonstrate the efficiency of the proposed method.
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