• DocumentCode
    815214
  • Title

    Simplification of the Lyapunov matrix equation A_{T}PA - P = -Q

  • Author

    Barnett, Stephen

  • Author_Institution
    University of Bradford, Bradford, Yorkshire, England
  • Volume
    19
  • Issue
    4
  • fYear
    1974
  • fDate
    8/1/1974 12:00:00 AM
  • Firstpage
    446
  • Lastpage
    447
  • Abstract
    It is shown that in solving for the symmetric matrix P the number of linear equations and unknowns can be reduced from frac{1}{2}n(n + 1) to frac{1}{2}n(n - 1) by introducing a skew-symmetric matrix. This corresponds to an earlier result for the equation A_{1}^{T}P_{1} + P_{1}A = -Q .
  • Keywords
    Lyapunov matrix equations; Artificial intelligence; Computational modeling; Equations; Linear systems; Mathematics; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100620
  • Filename
    1100620