General analytical forms for the solution of the Sylvester and Lyapunov equations for continuous and discrete dynamic systems

N. E. Zubov; E. Yu. Zybin; E. A. Mikrin; M. Sh. Misrikhanov; V. N. Ryabchenko

doi:10.1134/S1064230717010130

General analytical forms for the solution of the Sylvester and Lyapunov equations for continuous and discrete dynamic systems

Autores: Zubov N.¹^,2, Zybin E.¹^,2, Mikrin E.¹^,2, Misrikhanov M.¹^,2, Ryabchenko V.¹^,2
Afiliações:
1. Bauman State Technical University
2. Korolev Rocket and Space Corporation Energia
Edição: Volume 56, Nº 1 (2017)
Páginas: 1-18
Seção: Systems Theory and General Control Theory
URL: https://journals.rcsi.science/1064-2307/article/view/219788
DOI: https://doi.org/10.1134/S1064230717010130
ID: 219788

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Resumo

An approach to forming analytical solutions of the discrete and continuous Sylvester and Lyapunov linear algebraic matrix equations is described. The approach is based on reducing the square matrix to the Jordan normal form. Examples, algorithms, and implementations in Matlab are presented.