• DocumentCode
    800335
  • Title

    A theorem on the Lyapunov matrix equation

  • Author

    Man, F.T.

  • Author_Institution
    University of Toronto, Toronto, Canada
  • Volume
    14
  • Issue
    3
  • fYear
    1969
  • fDate
    6/1/1969 12:00:00 AM
  • Firstpage
    306
  • Lastpage
    306
  • Abstract
    Given the Lyapunov matrix equation A\´P + PA + 2\\sigma Q = 0 where σ is some positive scalar, a necessary and sufficient condition for the real parts of the eigenvalues of A to be less than -σ is that P - Q is negative definite. The condition provides an upper bound to the solution of the Lyapunov matrix equation and is useful in the design of minimum-time or minimum-cost linear control systems.
  • Keywords
    Lyapunov matrix equations; Control systems; Costs; Councils; Eigenvalues and eigenfunctions; Equations; Scholarships; Symmetric matrices; Upper bound;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1969.1099179
  • Filename
    1099179