Title :
A numerical algorithm for the solution of generalized Lyapunov equations
Author :
Misra, Pradeep ; Syrmos, Vassilis ; Lewis, Fmnk
Author_Institution :
Dept. of Electr. Eng., Wright State Univ., Dayton, OH, USA
Abstract :
This paper studies the numerical solution of generalized Lyapunov equation arising in the study of stability of continuous and discrete time descriptor (generalized state space or implicit) systems. The algorithms proposed in this paper are shown to be computationally efficient and numerically backward stable. Numerical examples are presented to illustrate the performance of proposed algorithm
Keywords :
Lyapunov methods; matrix algebra; numerical analysis; stability; state-space methods; computationally efficient algorithms; continuous systems; discrete time systems; generalized Lyapunov equations; generalized state space systems; implicit systems; numerical solution; numerically backward stable algorithms; stability; Continuous time systems; Discrete time systems; Equations; Lyapunov method; MIMO; Observability; Optical computing; Stability; State-space methods; Symmetric matrices;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325781
