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 
multiplications are necessary for the required transformations and equation solution. Thus this correspondence offers an efficient computational alternative to methods already published.
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 :
