DocumentCode :
824993
Title :
A numerical algorithm to solve 
Author :
Barraud, A.Y.
Author_Institution :
Institut National Polytechnique de Grenoble, Grenoble, France
Volume :
22
Issue :
5
fYear :
1977
fDate :
10/1/1977 12:00:00 AM
Firstpage :
883
Lastpage :
885
Abstract :
Two kinds of algorithms are usually resorted to in order to solve the well-known Lyapounov discrete equation : transformation of the original linear system in a classical one with 
unknowns, and iterative scheme [1]. The first requires 
storage words and a cost of 
multiplications, which is impractical with a large system, and the second applies only if 
is a stable matrix. The solution proposed requires no stability assumption and operates in only some n2words and n3multiplications.
: transformation of the original linear system in a classical one with unknowns, and iterative scheme [1]. The first requires storage words and a cost of multiplications, which is impractical with a large system, and the second applies only if is a stable matrix. The solution proposed requires no stability assumption and operates in only some n2words and n3multiplications.Keywords :
Lyapunov matrix equations; Control system analysis; Costs; Differential equations; Iterative algorithms; Kalman filters; Linear systems; Maximum likelihood detection; Partial differential equations; Prediction theory; Stability;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1977.1101604
Filename :
1101604
Link To Document :
