Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati

DOI10.1016/S0024-3795(98)10164-7MaRDI QIDQ1301274zbMATH OpenWikidataFDO

Authors Izchak Lewkowicz

Publication date 15 June 2000

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(98)10164-7

zbMATH Keywords

convex invertible coneLyapunov equationmatrix sign functionRiccati equationSylvester equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Positive matrices and their generalizations; cones of matrices (15B48)

Review text

Given a nonsingular Hermitian matrix \(H\), the set of matrices \(A\) such that \(HA+A*H\) is positive definite forms a convex cone containing the inverse of each of its members. Related convex invertible cones of twice the matrix dimension are used to study the Sylvester, Lyapunov, and Riccati equations in a parallel way.

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Cited in

(15)

• The Lyapunov order for real matrices
• Common Lyapunov solutions for two matrices whose difference has rank one
• Convex invertible cones of state space systems.
• A characterization of convex cones of matrices with constant regular inertia
• A pair of matrices sharing common Lyapunov solutions--A closer look
• The distance to strong stability
• Strong stability of internal system descriptions
• Non-overshooting stabilisation via state and output feedback
• Theorems of the Alternative for Cones and Lyapunov Regularity of Matrices
• Sufficient conditions for Schur and Hurwitz diagonal stability of complex interval matrices
• Asymmetric algebraic Riccati equation: A homeomorphic parametrization of the set of solutions
• Convex invertible cones and the Lyapunov equation
• On the hyper-Lyapunov matrix inclusions
• Passive linear continuous-time systems: characterization through structure
• Convex invertible cones and positive real analytic functions

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