Solution of polynomial Lyapunov and Sylvester equations

A two-variable polynomial approach to solve the one-variable polynomial Lyapunov and Sylvester equations is proposed. Lifting the problem from the one-variable to the two-variable context gives rise to associated lifted equations which live on finite-dimensional vector spaces. This allows for the design of an iterative solution method which is inspired by the method of Faddeev for the computation of matrix resolvents. The resulting algorithms are especially suitable for applications requiring symbolic or exact computation.

[1]  Paul J. Cohen,et al.  ALGEBRAIC CHARACTERIZATION OF POLYNOMIALS WHOSE ZEROS LIE IN CERTAIN ALGEBRAIC DOMAINS , 2022 .

[2]  Ralf Peeters,et al.  A Faddeev sequence method for solving Lyapunov and Sylvester equations , 1996 .

[3]  Frank M. Callier Book review: J. W. Polderman and J.C. Willems, "Introduction to Mathematical Systems Theory: a Behavioral Approach" (Springer Verlag 1998) , 2002 .

[4]  Jan Jezek Symmetric matrix polynomial equations , 1986, Kybernetika.

[5]  J. Jeek,et al.  Paper: Efficient algorithm for matrix spectral factorization , 1985 .

[6]  J. Willems Paradigms and puzzles in the theory of dynamical systems , 1991 .

[7]  Jan C. Willems,et al.  Introduction to mathematical systems theory: a behavioral approach, Texts in Applied Mathematics 26 , 1999 .

[8]  A. Talbot,et al.  THE EVALUATION OF INTEGRALS OF PRODUCTS OF LINEAR SYSTEM RESPONSES PART I , 1959 .

[9]  Jan Jezek Conjugated and symmetric polynomial equations. I. Continuous-time systems , 1983, Kybernetika.

[10]  Bernard Hanzon,et al.  Symbolic computation of Fisher information matrices for parametrized state-space systems , 1999, Autom..

[11]  Ralf Peeters,et al.  A two-variable approach to solve the polynomial Lyapunov equation , 2001 .

[12]  F. R. Gantmakher The Theory of Matrices , 1984 .

[13]  P. Fuhrmann A Polynomial Approach to Linear Algebra , 1996 .

[14]  Thomas Kailath,et al.  Linear Systems , 1980 .

[15]  J. Leigh LINEAR SYSTEMS AND OPERATORS IN HILBERT SPACE , 1982 .

[16]  J. Willems,et al.  On Quadratic Differential Forms , 1998 .

[17]  J. Willems,et al.  Stability theory for high order equations , 1992 .

[18]  B. Hanzon Some new results on and applications of an algorithm of Agashe , 1987 .

[19]  Harry L. Trentelman,et al.  New Algorithms for Polynomial J-Spectral Factorization , 1999, Math. Control. Signals Syst..

[20]  Jan Jezek New algorithm for minimal solution of linear polynomial equations , 1982, Kybernetika.

[21]  P. Fuhrmann Linear Systems and Operators in Hilbert Space , 1982 .

[22]  P. Rapisarda,et al.  A new algorithm to solve the polynomial Lyapunov equation , 2000 .

[23]  Vladimír Kucera,et al.  Efficient algorithm for matrix spectral factorization , 1985, Autom..