• DocumentCode
    804120
  • Title

    An algorithm to solve matrix equations PH^{T} = G and P = φ P φT+ γγT

  • Author

    Mehra, Raman K.

  • Author_Institution
    Systems Control, Inc., Palo Alto, CA, USA
  • Volume
    15
  • Issue
    5
  • fYear
    1970
  • fDate
    10/1/1970 12:00:00 AM
  • Firstpage
    600
  • Lastpage
    600
  • Abstract
    An iterative algorithm is presented for the numerical solution of matrix equations PH^{T} = G and P = \\Phi P\\Phi ^{T} + \\Gamma \\Gamma ^{T} , where P \\geq 0 and G, H , and \\Phi are given. These equations arise in various identification, network synthesis, and stability analysis problems.
  • Keywords
    Matrix equations; Control systems; Eigenvalues and eigenfunctions; Equations; Kalman filters; Lagrangian functions; Linear systems; Performance analysis; Recursive estimation; Steady-state; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1970.1099536
  • Filename
    1099536
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=804120