DocumentCode
853255
Title
Explicit solution and eigenvalue bounds in the Lyapunov matrix equation
Author
Mori, Takehiro ; Fukuma, Norio ; Kuwahara, Michiyoshi
Author_Institution
Kyoto University, Kyoto, Japan
Volume
31
Issue
7
fYear
1986
fDate
7/1/1986 12:00:00 AM
Firstpage
656
Lastpage
658
Abstract
An explicit solution to the algebraic Lyapunov matrix equation is obtained in terms of the controllability matrix of the pair of coefficient matrices. This enables us to determine the number of positive eigenvalues of the positive semidefinite solution through the controllability matrix. Based on this explicit formula, upper and lower bounds for each eigenvalue of the solution are derived, which always give nontrivial estimates.
Keywords
Eigenvalues/eigenvectors; Lyapunov matrix equations; Computational modeling; Cost function; Eigenvalues and eigenfunctions; Feedback; Magnetooptic recording; Matrices; Maximum likelihood detection; Regulators; Riccati equations; Upper bound;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1986.1104369
Filename
1104369
Link To Document