DocumentCode :
835588
Title :
The discrete Lyapunov equation in controllable canonical form
Author :
Ptak, Vlastimil
Author_Institution :
Czechoslovakia Academy of Sciences, Praha, Czechoslovakia
Volume :
26
Issue :
2
fYear :
1981
fDate :
4/1/1981 12:00:00 AM
Firstpage :
580
Lastpage :
581
Abstract :
A new method of treating Lyapunov equations is proposed. If D and D^{-} are two self-adjoint one-dimensional matrices related in a certain way, then X-C^{\\ast }XC=D if and only if X^{-1}-CX^{-1} C^{\\ast }=D^{-} . As an application, a generalization of a recent result is given. If f is the vector f=(0,0...,0,1)^{T} , then the solution of X-CXC^{\\ast } = ff^{\\ast } is shown to be inverse of the Schur-Cohn matrix.
Keywords :
Lyapunov matrix equations; Equations; Feature extraction; Linear predictive coding; Parameter estimation; Polynomials; Speech processing; State estimation;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1981.1102644
Filename :
1102644
Link To Document :
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