EFFICIENT SOLUTION OF LINEARLY COUPLED LYAPUNOV EQUATIONS

Authors
COLLINS EG HODEL AS
Citation
Eg. Collins et As. Hodel, EFFICIENT SOLUTION OF LINEARLY COUPLED LYAPUNOV EQUATIONS, SIAM journal on matrix analysis and applications, 18(2), 1997, pp. 291-304
Citations number
33
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on matrix analysis and applications → ACNP
ISSN journal
08954798
Volume
18
Issue
2
Year of publication
1997
Pages
291 - 304
Database
ISI
SICI code
0895-4798(1997)18:2<291:ESOLCL>2.0.ZU;2-9
Abstract
A numerical procedure is presented for the efficient solution of sets of linearly coupled matrix Lyapunov equations. Such equations arise in numerical continuation methods for the design of robust and/or low-or der control systems.