On the Lyapunov matrix equation
作者： E. Shapiro
关键词: Lyapunov equation 、 Matrix splitting 、 Matrix function 、 Matrix differential equation 、 Applied mathematics 、 Matrix difference equation 、 Mathematics 、 Nonnegative matrix 、 Integer matrix 、 Mathematical analysis 、 Symmetric matrix
摘要: Given the Lyapunov matrix equation A'Q + QA = -P a fundamental inequality which is satisfied by extremal eigenvalues of matrices Q and P , provided A stability matrix, established. This result, besides being interesting from theoretical standpoint, extremely useful in determination suboptimal controllers for minimum time problem [1].
sci-hub.se 参考文章(1)
R. E. Kalman, J. E. Bertram, Control System Analysis and Design Via the “Second Method” of Lyapunov: I—Continuous-Time Systems Journal of Basic Engineering. ,vol. 82, pp. 371- 393 ,(1960) , 10.1115/1.3662604