• 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 A 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