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A technique for solving the extended Liapunov matrix equation
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A technique for solving the extended Liapunov matrix equation
A technique for solving the extended Liapunov matrix equation
JH
J.A. Heinen
J.A. Heinen
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1 January 1971
journal article
Published by
Institute of Electrical and Electronics Engineers (IEEE)
in
Proceedings of the IEEE
Vol. 59
(2)
,
295-296
https://doi.org/10.1109/PROC.1971.8143
Abstract
A technique for solving the extended Liapunov matrix equation is presented. The system matrix is first transformed to its Jordan canonical form. Then an explicit solution is obtained for the equivalent extended Liapunov matrix equation that results.
Keywords
SYMMETRIC MATRICES
DIFFERENTIAL EQUATIONS
EIGENVALUES AND EIGENFUNCTIONS
TRANSIENT RESPONSE
KALMAN FILTERS
STABILITY
ESTIMATION THEORY
OPTIMAL CONTROL
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Cited by 6 articles