DocumentCode
2111442
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
fYear
1993
fDate
15-17 Dec 1993
Firstpage
3138
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location
San Antonio, TX
Print_ISBN
0-7803-1298-8
Type
conf
DOI
10.1109/CDC.1993.325781
Filename
325781
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