DocumentCode
822259
Title
Computational experience with the solution of the matrix Lyapunov equation
Author
Belanger, Pierre R. ; Mcgillivray, Thomas P.
Author_Institution
McGill University, Montreal, Canada
Volume
21
Issue
5
fYear
1976
fDate
10/1/1976 12:00:00 AM
Firstpage
799
Lastpage
800
Abstract
This correspondence presents a comparative study of three methods for the numerical solution of the matrix Lyapunov equation. The test case is a 24th-order system with highly underdamped eigenvalues and a rather high degree of stiffness. The conclusions favor a method by Bartels and Stewart based on a reduction to Schur form of the
matrix.
matrix.Keywords
Lyapunov matrix equations; Convergence; Eigenvalues and eigenfunctions; Integral equations; Magnetic levitation; Riccati equations; Sufficient conditions; System testing; Vehicles;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1976.1101319
Filename
1101319
Link To Document