Title :
Solution of the bilinear matrix equation using Astrom-Jury-Agniel algorithm
Author :
Wan, K.C. ; Sreeram, V.
Author_Institution :
Dept. of Electr. & Electron. Eng., Western Australia Univ., Nedlands, WA, Australia
fDate :
11/1/1995 12:00:00 AM
Abstract :
A simple recursive method is proposed for the computation of the solution to the bilinear matrix equation. Algorithms are presented for both continuous and discrete time bilinear matrix equations. The method is based on an extension of the Astrom-Jury-Agniel algorithm. The proposed technique is illustrated by numerical examples and is compared in terms of efficiency against the Bartels-Stewart method
Keywords :
MIMO systems; continuous time systems; discrete time systems; eigenvalues and eigenfunctions; matrix algebra; stability; Astrom-Jury-Agniel algorithm; MIMO systems; SISO systems; bilinear matrix equation; continuous time systems; discrete time systems; eigenvalues; recursive method; stability;
Journal_Title :
Control Theory and Applications, IEE Proceedings -
DOI :
10.1049/ip-cta:19952110