Title :
Transform DLF Algorithm to Solve Discrete Lyapunov Matrix Equations
Author :
Gui, Bing ; Yan, Min-li ; Zheng, Yong-mei ; Liu, Hao-bo
Author_Institution :
Coll. of Sci., Nanjing Forestry Univ., Nanjing, China
Abstract :
A new algorithm is suggested in this paper to solve discrete Lyapunov matrix equations. First, we design the algorithm to solve the matrix equations, of which coefficient matrices are of Frobenius form. Then, we extend this method successfully to general discrete Lyapunov matrix equations by similarity transforming their coefficient matrices. Finally, numerical results show that the new algorithm is effective.
Keywords :
Lyapunov matrix equations; transforms; Frobenius form matrix; algorithm design; coefficient matrix; discrete Lyapunov matrix equation; transform DLF algorithm; Algorithm design and analysis; Educational institutions; Equations; Mathematical model; Matrices; Signal processing algorithms; Transforms; frobenius matrix; matrix equation; transformation;
Conference_Titel :
Information and Computing Science (ICIC), 2012 Fifth International Conference on
Conference_Location :
Liverpool
Print_ISBN :
978-1-4673-1985-0
DOI :
10.1109/ICIC.2012.67
