On the Kalman-Yacubovich-Popov Lemma and common Lyapunov solutions for matrices with regular inertia (Q865460)

The classical Lefschetz version of the Kalman-Yacubovich-Popov lemma is extended from the case of Hurwitz matrices to the case of matrices with regular inertia and in companion form. This result is used to obtain the main theorem of the paper which provides simple algebraic conditions for the existence of a common Lyapunov solution (CLS) for the significant class of pairs of \(n\times n\) matrices \((A,A-gh^T)\) in companion form with the same regular inertia and with \(Re(\lambda_i+\lambda_j)\neq0\;\forall \lambda_i,\lambda_j\in\sigma(A)\), \(g,h\in\mathbb{R}^n\). Finally, a result of \textit{R. N. Shorten, K. S. Narendra} and \textit{O. Mason} [IEEE Trans. Automat. Control 48, 110--113 (2003)] on CLS existence for pairs of Hurwitz matrices is extended to the case of matrices with regular inertia and one obtains the following theorem: If \(A_1, A_2\) are two matrices in \(\mathbb{R}^{n\times n}\) with the same regular inertia (i.e. \(\text{In}(A_1)=\text{In}(A_2)=(n_+,n_-,0)\)) and no strong common Lyapunov solution and such that there exists some symmetric \(P\in\mathbb{R}^{n\times n}\) with \(A_i^TP+PA_i=-Q_i\leq 0\) for \(i=1,2\) and \(\text{rank\,}Q_1=\text{rank\,}Q_2=n-1\) then at least one of the matrix products \(A_1A_2^{-1}\), \(A_1A_2\) has a negative real eigenvalue.