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
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;
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
DOI :
10.1109/ISSCAA.2008.4776263
