A technique for solving the extended discrete Lyapunov matrix equation
J.A. Heinen
Abstract
J.A. Heinen
Abstract
A previously presented technique for solving the extended Lyapunov matrix equation is applied to the extended discrete Lyapunov matrix equation. The system matrix is first transformed to its Jordan canonical form. Then an explicit solution is obtained for the equivalent equation which results.
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A previously presented technique for solving the extended Lyapunov matrix equation is applied to the extended discrete Lyapunov matrix equation. The system matrix is first transformed to its Jordan canonical form. Then an explicit solution is obtained for the equivalent equation which results.
Key concepts: Lyapunov equation, Mathematics, Matrix differential equation, Matrix difference equation, Matrix (chemical analysis), Lyapunov function, Applied mathematics, Matrix function