Lyapunov generalized observability

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

Named after

Description

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.

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.

Formula(s) and Quantities

$A^{} W_{o} + W_{o} A + \sum_{k} N_{k}^{} W_{o} N_{k} + C^{*} C = 0$
$A$ represents control system matrix A
$C$ represents control system matrix C
$N$ represents control system matrix N
$W_{c}$ represents observability Gramian (generalized)

Specializations

Lyapunov equation observability

Further links

Item	Property
balanced truncation (bi-linear)	contains
Lyapunov equation	specialized by
Sylvester equation	specialized by

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