The Periodic Lyapunov Equation
- 1 October 1988
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 9 (4), 499-512
- https://doi.org/10.1137/0609041
Abstract
This paper presents an overview of the periodic Lyapunov equation, both in discrete time and in continuous time. Together with some selected results that have recently appeared in the literature, the paper provides necessary and sufficient conditions for the existence and uniqueness of periodic solutions.Keywords
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