A technique for solving the extended Liapunov matrix equation

1 January 1971

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE

Vol. 59 (2) , 295-296
https://doi.org/10.1109/PROC.1971.8143

Abstract

A technique for solving the extended Liapunov matrix equation is presented. The system matrix is first transformed to its Jordan canonical form. Then an explicit solution is obtained for the equivalent extended Liapunov matrix equation that results.

Keywords

SYMMETRIC MATRICES
DIFFERENTIAL EQUATIONS
EIGENVALUES AND EIGENFUNCTIONS
TRANSIENT RESPONSE
KALMAN FILTERS
STABILITY
ESTIMATION THEORY
OPTIMAL CONTROL