Explicit direct solution of the Lyapunov matrix equation

作者: Z. Jacyno

DOI: 10.1016/0016-0032(89)90003-3

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摘要: Abstract A new method of explicit direct solution for the Lyapunov matrix equation is proposed. Based on a fundamental property allowing decomposition any arbitrary into symmetric and skew-symmetric parts, expressed in simple compact form. In addition, significant reduction size algebraic computational problem achieved. The number linear equations to be solved reduced by order magnitude equal dimension considered system. few examples comparing proposed with are given.

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