Title :
A technique for solving the extended Liapunov matrix equation
Abstract :
A technique for solving the extended Liapunov matrix equation is presented. The system matrix is first transformed to its Jordan canonical form. Then an explicit solution is obtained for the equivalent extended Liapunov matrix equation that results.
Keywords :
Differential equations; Eigenvalues and eigenfunctions; Estimation theory; Kalman filters; Optimal control; Stability; Symmetric matrices; Transient response;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1971.8143
