• DocumentCode
    3009753
  • Title

    Sparce matrix solution of the Lyapunov equation

  • Author

    Pivnichny, J.R.

  • Author_Institution
    IBM Corporation, Endicott, New York
  • fYear
    1975
  • fDate
    10-12 Dec. 1975
  • Firstpage
    373
  • Lastpage
    374
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
  • Conference_Location
    Houston, TX, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1975.270713
  • Filename
    4045440