• DocumentCode
    807856
  • Title

    A technique for solving the extended discrete Lyapunov matrix equation

  • Author

    Heinen, James S.

  • Author_Institution
    Marquette University, Milwaukee, WI, USA
  • Volume
    17
  • Issue
    1
  • fYear
    1972
  • fDate
    2/1/1972 12:00:00 AM
  • Firstpage
    156
  • Lastpage
    157
  • Abstract
    A previously presented technique for solving the extended Lyapunov matrix equation is applied to the extended discrete Lyapunov matrix equation. The system matrix is first transformed to its Jordan canonical form. Then an explicit solution is obtained for the equivalent equation which results.
  • Keywords
    Linear systems, time-invariant discrete-time; Lyapunov matrix equations; Asymptotic stability; Eigenvalues and eigenfunctions; Equations; Kalman filters; Sufficient conditions; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1972.1099898
  • Filename
    1099898
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=807856