Lyapunov generalized observability (Q6674146)

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generalized Lyapunov equation used in the stability analysis of linear dynamical systems to determine the observability
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Lyapunov generalized observability
generalized Lyapunov equation used in the stability analysis of linear dynamical systems to determine the observability

    Statements

    A*Wo+WoA+kNk*WoNk+C*C=0
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    For a numerical solution, one can resort to iterative schemes, which requires the solution of a standard Lyapunov equation in each step. As an alternative, one may use the biconjugate gradient method (with preconditioner) as suggested by Tobias Breiten from TU Graz, Austria, now TU Berlin.
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    For the solvability of generalized Lyapunov equations, there are two requirements: (1) stability condition for A and (2) suitable upper bound for the norm of N.
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