• DocumentCode
    829640
  • Title

    On the solution of the discrete-time Lyapunov matrix equation in controllable canonical form

  • Author

    Bitmead, Robert R. ; Weiss, Haim

  • Author_Institution
    University of Newcastle, New South Wales, Austrailia
  • Volume
    24
  • Issue
    3
  • fYear
    1979
  • fDate
    6/1/1979 12:00:00 AM
  • Firstpage
    481
  • Lastpage
    482
  • Abstract
    The solution to the discrete-time Lyapunov matrix equation in controllable canonical form is shown to be the inverse of the Schur-Cohn matrix. A simple constructive procedure of Berkhout, based on the backwards Levinson algorithm is discussed and an application of the result in stochastic control is mentioned.
  • Keywords
    Linear systems, stochastic discrete-time; Lyapunov matrix equations; Covariance matrix; Eigenvalues and eigenfunctions; Equations; Linear systems; Polynomials; Random processes; Stability; State-space methods; Symmetric matrices; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1979.1102064
  • Filename
    1102064
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=829640