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
Link To Document :
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