• DocumentCode
    806403
  • Title

    A numerical solution of the matrix equation P = φ P φt+ S

  • Author

    Berger, Claire

  • Author_Institution
    Center of Electrical Resource Laboratories, Leatherhead, Surrey, England
  • Volume
    16
  • Issue
    4
  • fYear
    1971
  • fDate
    8/1/1971 12:00:00 AM
  • Firstpage
    381
  • Lastpage
    382
  • Abstract
    A simple solution for the above matrix equation is given for the case when φ is in companion form. If φ is not in companion form, then only 5 2/3 n^{3} multiplications are necessary for the required transformations and equation solution. Thus this correspondence offers an efficient computational alternative to methods already published.
  • Keywords
    Matrix equations; Bridges; Equations; Robustness; Sparse matrices; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1971.1099756
  • Filename
    1099756
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=806403