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 :
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