Title :
Least squares approximate solution of the Lyapunov equation
Author :
Hodel, A. Scottedward
Author_Institution :
Dept. of Electr. Eng., Auburn Univ., AL, USA
Abstract :
The author addresses the problem of computing a low rank estimate Y of the solution X of the Lyapunov equation without computing the matrix X itself. This problem has applications in both the reduced-order modeling and control of large dimensional systems as well as in a hybrid algorithm for the rapid numerical solution of the Lyapunov equation via the alternative direction implicit method
Keywords :
Lyapunov methods; least squares approximations; multidimensional systems; Lyapunov equation; large dimensional systems; least squares approximations; reduced-order modeling; Approximation algorithms; Communication system control; Control systems; Eigenvalues and eigenfunctions; Equations; Iterative algorithms; Iterative methods; Least squares approximation; Least squares methods; Matrix decomposition;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261678
