• DocumentCode
    2522422
  • Title

    Some properties of generalized Lyapunov equations

  • Author

    Zhang, Weihai ; Chen, Bor-Sen

  • Author_Institution
    Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao, China
  • fYear
    2011
  • fDate
    23-25 May 2011
  • Firstpage
    3137
  • Lastpage
    3141
  • Abstract
    By means of the spectral analysis method, this paper studies a class of generalized Lyapunov equations (GLEs) arising from stochastic stability. A necessary and sufficient condition is given for the existence and uniqueness of the symmetric/skew-symmetric solutions of such GLEs. A sufficient condition for the GLEs have no and have more than one symmetric/skew-symmetric solution is also presented, respectively.
  • Keywords
    Lyapunov methods; generalized Lyapunov equations; skew-symmetric solutions; spectral analysis method; stochastic stability; Asymptotic stability; Eigenvalues and eigenfunctions; Equations; Stability analysis; Stochastic systems; Symmetric matrices; Tin; Stochastic systems; generalized Lyapunov equations; operator spectrum; skew-symmetric solution; symmetric solution;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control and Decision Conference (CCDC), 2011 Chinese
  • Conference_Location
    Mianyang
  • Print_ISBN
    978-1-4244-8737-0
  • Type

    conf

  • DOI
    10.1109/CCDC.2011.5968795
  • Filename
    5968795