Efficient Solution of Linearly Coupled Lyapunov Equations

DOI10.1137/S0895479894270178MaRDI QIDQ4337381zbMATH OpenOpenAlexFDO

Authors A. Scottedward Hodel, Emmanuel G. Collins

Publication date 8 October 1997

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479894270178

zbMATH Keywords

algorithmcontinuation methodscontrol systemslinearly coupled Lyapunov matrix equationsnumerical examples

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Direct numerical methods for linear systems and matrix inversion (65F05)

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(6)

• Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
• Sparse solution of the Lyapunov equation for large-scale interconnected systems
• UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems
• scientific article; zbMATH DE number 4135303 (Why is no real title available?)
• Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations
• Coupled polynomial equations for LQ control synthesis and an algorithm for solution

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