Title :
Some properties of generalized Lyapunov equations
Author :
Zhang, Weihai ; Chen, Bor-Sen
Author_Institution :
Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao, China
Abstract :
By means of the spectral analysis method, this paper studies a class of generalized Lyapunov equations (GLEs) arising from stochastic stability. A necessary and sufficient condition is given for the existence and uniqueness of the symmetric/skew-symmetric solutions of such GLEs. A sufficient condition for the GLEs have no and have more than one symmetric/skew-symmetric solution is also presented, respectively.
Keywords :
Lyapunov methods; generalized Lyapunov equations; skew-symmetric solutions; spectral analysis method; stochastic stability; Asymptotic stability; Eigenvalues and eigenfunctions; Equations; Stability analysis; Stochastic systems; Symmetric matrices; Tin; Stochastic systems; generalized Lyapunov equations; operator spectrum; skew-symmetric solution; symmetric solution;
Conference_Titel :
Control and Decision Conference (CCDC), 2011 Chinese
Conference_Location :
Mianyang
Print_ISBN :
978-1-4244-8737-0
DOI :
10.1109/CCDC.2011.5968795
