A technique for solving the extended discrete Lyapunov matrix equation

A technique for solving the extended discrete Lyapunov matrix equation

A previously presented technique for solving the extended Lyapunov matrix equation is applied to the extended discrete Lyapunov matrix equation. The system matrix is first transformed to its Jordan canonical form. Then an explicit solution is obtained for the equivalent equation which results.

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Bibliographische Detailangaben
Veröffentlicht in:IEEE transactions on automatic control 1972-02, Vol.17 (1), p.156-157
1. Verfasser: Heinen, J.
Format: Artikel
Sprache:eng
Schlagworte:
Asymptotic stability
Eigenvalues and eigenfunctions
Equations
Kalman filters
Sufficient conditions
Symmetric matrices
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Beschreibung
Zusammenfassung:A previously presented technique for solving the extended Lyapunov matrix equation is applied to the extended discrete Lyapunov matrix equation. The system matrix is first transformed to its Jordan canonical form. Then an explicit solution is obtained for the equivalent equation which results.
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.1972.1099898