On the determination of a diagonal solution of the Lyapunov equation
- 1 April 1985
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 30 (4) , 404-406
- https://doi.org/10.1109/tac.1985.1103953
Abstract
In this note, for a given matrix A , the solution of the Lyapanov equation A'P+ PA + Q = 0 , considering P diagonal or both P and Q diagonal matrices, is investigated. For this purpose a simple algorithm based on nonlinear programming is presented.Keywords
This publication has 1 reference indexed in Scilit:
- Stability criteria for large-scale systemsIEEE Transactions on Automatic Control, 1978