DocumentCode
701063
Title
Positive definite solutions of the nonstrict Lyapunov inequality
Author
Scherer, Carsten W.
Author_Institution
Mech. Eng. Syst. & Control Group, Delft Univ. of Technol., Delft, Netherlands
fYear
1997
fDate
1-7 July 1997
Firstpage
3723
Lastpage
3728
Abstract
Recently we have provided a full test for verifying the solvability of the nonstrict Lyapunov inequality A*X + XA + Q ≥ 0 where A and Q = Q* are arbitrary. In this paper we reveal how to test the existence of a positive definite solution of the inequality. This is achieved by determining the largest subspace on which the quadratic form defined by X remains constant if X varies in the solution set. The proof exploits duality or Farkas-type results from the theory of linear matrix inequalities.
Keywords
Lyapunov matrix equations; duality (mathematics); linear matrix inequalities; duality; linear matrix inequalities; nonstrict Lyapunov inequality; positive definite solution; quadratic form; subspace; Bismuth; Eigenvalues and eigenfunctions; Europe; Linear matrix inequalities; Manifolds; Standards; Testing; H∞ /L1 ; LMI; Linear systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1997 European
Conference_Location
Brussels
Print_ISBN
978-3-9524269-0-6
Type
conf
Filename
7082695
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