SOLUTION OF THE DISCRETE-TIME LYAPUNOV MATRIX EQUATION IN CONTROLLABLE CANONICAL FORM

被引：40

作者：

BITMEAD, RR

机构：

[1] Department of Electrical Engineering, University of Newcastle, Newcastle, N.S.W.

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1979年 / 24卷 / 03期

关键词：

D O I：

10.1109/TAC.1979.1102064

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The solution to the Discrete-Time Lyapunov matrix equation in controllable canonical form is shown to be the inverse of the Schur-Cohn matrix. A simple constructive procedure of Berkhout, based on the backwards Levinson algorithm, is discussed and an application of the result in stochastic control is mentioned. Copyright © 1979 by The Institute of Electrical and Electronics Engineers, Inc.

引用

页码：481 / 482

页数：2

共 14 条

[1]

Anderson B., 1979, OPTIMAL FILTERING

[2] COMPUTATION OF CAUCHY INDEX [J].