论文信息 - Construction of square root factor for solution of the Lyapunov matrix equation

Construction of square root factor for solution of the Lyapunov matrix equation

Abstract The Lyapunov matrix equation is considered in this paper, where the solution is a nonnegative definite matrix, i.e. a matrix admitting decomposition in square root factors. An algorithm for findings the square root factor without preliminary finding the solution itself is given.

Vladimir B. Larin | Fikret A. Aliev | V. Larin | F. Aliev

[1] S. Hammarling. Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation , 1982 .

[2] L. Balzer. Accelerated convergence of the matrix sign function method of solving Lyapunov, Riccati and other matrix equations , 1980 .

[3] Peter Lancaster,et al. The theory of matrices , 1969 .

[4] C. Lawson,et al. Solving least squares problems , 1976, Classics in applied mathematics.

[5] J. D. Roberts,et al. Linear model reduction and solution of the algebraic Riccati equation by use of the sign function , 1980 .

[6] Thomas Kailath,et al. Some alternatives in recursive estimation , 1980 .

[7] Chen Yao-Chon,et al. On the structure of the time-optimal controls for robotic manipulators , 1989 .

[8] A. Laub,et al. Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms , 1987 .