Lyapunov equation

Community: MathModDB

mathematical expression

Available identifiers

WikidataQ1028945 ScholiaQ1028945MaRDI QIDQ6674141

FDOQ6674141 matrix equation used in the stability analysis of linear dynamical systems, named after Aleksandr Lyapunov

Description

Numerical solution of a Lyapunov equation via Zhou and Sorensen 2-solve method, implemented as part of the Matrix Equation Sparse Solver (M.E.S.S.) project. Copyright 2009–2022 Jens Saak, Martin Koehler, Peter Benner and others.

Defining Formula: $A X + X A^{H} + Q = 0$
$X$ represents unknown matrix

Mathematical expressions specializing Lyapunov equation

Lyapunov equation controllability
Lyapunov equation observability
Lyapunov generalized controllability
Lyapunov generalized observability

List of assumptions

stability linear autonomous system

Described at:

https://en.wikipedia.org/wiki/Lyapunov_equation

Direct methods for matrix Sylvester and Lyapunov equations

Further items linking to Lyapunov equation

Item	Property
balanced truncation	contains
Sylvester equation	specialized by

This page was built for formula: Lyapunov equation