Title :
A technique for solving the extended discrete Lyapunov matrix equation
Author :
Heinen, James S.
Author_Institution :
Marquette University, Milwaukee, WI, USA
fDate :
2/1/1972 12:00:00 AM
Abstract :
A previously presented technique for solving the extended Lyapunov matrix equation is applied to the extended discrete Lyapunov matrix equation. The system matrix is first transformed to its Jordan canonical form. Then an explicit solution is obtained for the equivalent equation which results.
Keywords :
Linear systems, time-invariant discrete-time; Lyapunov matrix equations; Asymptotic stability; Eigenvalues and eigenfunctions; Equations; Kalman filters; Sufficient conditions; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1099898
