Simplification of the Lyapunov matrix equationA_{T}PA - P = -Q
- 1 August 1974
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 19 (4) , 446-447
- https://doi.org/10.1109/tac.1974.1100620
Abstract
It is shown that in solving for the symmetric matrix P the number of linear equations and unknowns can be reduced from frac{1}{2}n(n + 1) to frac{1}{2}n(n - 1) by introducing a skew-symmetric matrix. This corresponds to an earlier result for the equation A_{1}^{T}P_{1} + P_{1}A = -Q .Keywords
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