• DocumentCode
    969763
  • Title

    Solution of Lyapunov equation for the state matrix

  • Author

    Fernando, K.V. ; Nicholson, H.

  • Author_Institution
    University of Sheffield, Department of Control Engineering, Sheffield, UK
  • Volume
    17
  • Issue
    5
  • fYear
    1981
  • Firstpage
    204
  • Lastpage
    205
  • Abstract
    A spectral method for the solution of the Lyapunov equation for the state matrix A is described if the symmetric matrices P and Q are known. This can be used to `identify¿ the matrix A if P is obtained as a Grammian matrix. The solution has a symmetric component and an arbitrary skew-symmetric component in a transformed domain. Bounds on the real parts of the eigenvalues of A are also obtained.
  • Keywords
    Lyapunov methods; matrix algebra; system theory; Grammian matrix; Lyapunov equation; eigenvalues; spectral method; state matrix;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19810144
  • Filename
    4245608