DocumentCode
2637574
Title
A polynomial solution to the Kalman-Yakubovich matrix equation
Author
Wang, Juntao ; Wu, Wei-Jun
Author_Institution
Coll. of Civil Aviation & Safety Eng., Shenyang Inst. of Aeronaut. Eng., Shenyang
fYear
2008
fDate
10-12 Dec. 2008
Firstpage
1
Lastpage
5
Abstract
When the Kalman-Yakubovich matrix has a unique solution, in this note an explicit solution is proposed. This solution is expressed as a polynomial of the coefficient matrices of the matrix equation. Based on this result, the unique solution of the Stein equation is also established. The proposed approach does not require the coefficient matrices to be in arbitrary canonical form.
Keywords
matrix algebra; polynomials; Kalman-Yakubovich matrix equation; Stein equation; coefficient matrices; polynomial solution; Covariance matrix; Educational institutions; Eigenvalues and eigenfunctions; Equations; Matrix converters; Microwave technology; Polynomials; Safety; Stability; Symmetric matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Systems and Control in Aerospace and Astronautics, 2008. ISSCAA 2008. 2nd International Symposium on
Conference_Location
Shenzhen
Print_ISBN
978-1-4244-3908-9
Electronic_ISBN
978-1-4244-2386-6
Type
conf
DOI
10.1109/ISSCAA.2008.4776263
Filename
4776263
Link To Document