Title :
Sparce matrix solution of the Lyapunov equation
Author_Institution :
IBM Corporation, Endicott, New York
Abstract :
It is well known [2, 3] that the nth order Lyapunov equation, AP+PA´=-Q, can be expanded to a n(n+1)/2 order linear vector equation and then solved using conventional linear equation methods. The purpose of this short paper is to present recent work on the sparceness of the resulting equation and the computational advantage of that sparceness, for large n.
Keywords :
Control systems; Equations;
Conference_Titel :
Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
Conference_Location :
Houston, TX, USA
DOI :
10.1109/CDC.1975.270713