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
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;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19810144
