The interval Lyapunov matrix equation: analytical results and an efficient numerical technique for outer estimation of the united solution set

DOI10.1016/j.mcm.2011.08.036zbMath1255.15002OpenAlexW2044499328MaRDI QIDQ1930971

Behnam Hashemi, Mehdi Dehghan

Publication date: 24 January 2013

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.08.036

zbMATH Keywords

interval analysisLyapunov matrix equationunited solution setAE-solution sets

Mathematics Subject Classification ID

General methods in interval analysis (65G40) Linear equations (linear algebraic aspects) (15A06)

Related Items

Parametric AE-solution sets to the parametric linear systems with multiple right-hand sides and parametric matrix equation \(A(p)X=B(p)\), Generalized solution sets of the interval generalized Sylvester matrix equation \(\sum_{i=1}^p\mathbf A_iX_i+\sum_{j=1}^qY_j\mathbf B_j=\mathbf C\) and some approaches for inner and outer estimations, Fast enclosing the solution set of the parametric Sylvester matrix equations, On the iterative method for the system of nonlinear matrix equations, New sufficient conditions for robust stability analysis of interval matrices, A Newton iterative method for coupled Lyapunov matrix equations, Efficient approaches for enclosing the united solution set of the interval generalized Sylvester matrix equations, Sufficient conditions for the solvability of a Sylvester-like absolute value matrix equation, The united stable solution set of interval continuous-time algebraic Riccati equation and veri ed numerical computation of its outer estimation, New sufficient conditions for the unique solution of a square Sylvester-like absolute value equation, Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition, Unnamed Item, Enclosing the solution set of the parametric generalised Sylvester matrix equation A(p)XB(p) + C(p)XD(p) = F(p)

Uses Software

• INTLAB
• ParLinSys
• Algorithm 432

Cites Work

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• Scientific computing with automatic result verification
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• A note on epsilon-inflation
• The interval Sylvester equation
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• A new technique in systems analysis under interval uncertainty and ambiguity
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• Introduction to Interval Analysis
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• Rigorous solution of linear programming problems with uncertain data
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• Computing Exact Componentwise Bounds on Solutions of Lineary Systems with Interval Data is NP-Hard
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Approximation of Large-Scale Dynamical Systems