Title :
Algebraic solvability tests for the nonstrict Lyapunov inequality
Author :
Scherer, Carsten W.
Author_Institution :
Mech. Eng. Syst. & Control Group, Delft Univ. of Technol., Netherlands
Abstract :
For arbitrary complex A and Q (Q Hermitian), this paper provides an algebraic test for verifying the existence of a Hermitian solution X of the nonstrict Lyapunov inequality A*X+XA+Q⩾0. If existing we exhibit how to construct a solution. Moreover, a necessary condition for the existence of a positive definite solution is presented which is most likely to be sufficient as well. Our approach involves the validation problem for the linear matrix inequality Σj=1k(Aj*XjBj +Bj*Xj*Aj)+Q>0 in Xj for which we provide a (constructive) algebraic solvability test if the kernels of Aj or, dually, those of B j form an isotonic sequence
Keywords :
Hermitian matrices; Lyapunov methods; algebra; Hermitian solution; constructive algebraic solvability test; isotonic sequence; nonstrict Lyapunov inequality; Control systems; Eigenvalues and eigenfunctions; Kernel; Linear matrix inequalities; Mechanical engineering; Riccati equations; Stability; Symmetric matrices; System testing;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411232