A COMPLETE ALGEBRAIC SOLVABILITY TEST FOR THE NONSTRICT LYAPUNOV INEQUALITY

Authors
Citation
Cw. Scherer, A COMPLETE ALGEBRAIC SOLVABILITY TEST FOR THE NONSTRICT LYAPUNOV INEQUALITY, Systems & control letters, 25(5), 1995, pp. 327-335
Citations number
11
Categorie Soggetti
Controlo Theory & Cybernetics","System Science","Operatione Research & Management Science
Journal title
ISSN journal
01676911
Volume
25
Issue
5
Year of publication
1995
Pages
327 - 335
Database
ISI
SICI code
0167-6911(1995)25:5<327:ACASTF>2.0.ZU;2-2
Abstract
For arbitrary equally sized square complex matrices A and Q (Q Hermiti an), the paper provides a complete algebraic test for verifying: the e xistence of a Hermitian solution X of the nonstrict Lyapunov inequalit y AX + XA + Q greater than or equal to 0. If existing, we exhibit how to construct a solution. Our approach involves the validation problem for the linear matrix inequality Sigma(j=1)(k) (A(j)X(j)B(j) + B-j*X (j)A(j)) + Q > 0 in X(j), for which we provide an algebraic solvabili ty test and a procedure to construct solutions if the kernels of A(j) or, dually, those of B-j form an isotonic sequence.