Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation
نویسنده
چکیده
is called the continuous-time Lyapunov equation and is of interest in a number of areas of control theory such as optimal control and stability (Barnett, 1975; Barnett & Storey, 1968). The equation has a unique Hermitian solution, X, if and only if Xt + X~j ^ 0 for all i and j (Barnett, 1975). In particular if every Xt has a negative real part, so that A is stable, and if C is non-negative definite then X is also non-negative definite (Snyders & Zakai, 1970; Givens, 1961; Gantmacher, 1959). In this case, since X is nonnegative definite, it can be factorized as
منابع مشابه
PART 6 Stability , Stabilization
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