Set of matrices with common Lyapunov solution

被引:31
作者
Ando, T [1 ]
机构
[1] Hokusei Gakuen Univ, Fac Econ, Sapporo, Hokkaido 0048631, Japan
关键词
D O I
10.1007/PL00000468
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We present necessary and sufficient conditions for a set of matrices to coincide with a set of the form {A : HA + A* H > 0} or {T : T* HT < H} for some (hidden) positive definite matrix H.
引用
收藏
页码:76 / 84
页数:9
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