Efficient Solution of Linearly Coupled Lyapunov Equations

DOI10.1137/S0895479894270178zbMATH Open0872.65020OpenAlexW2075963501MaRDI QIDQ4337381FDOQ4337381

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

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zbMATH Keywords

numerical examplesalgorithmcontrol systemscontinuation methodslinearly coupled Lyapunov matrix equations

Mathematics Subject Classification ID

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

Cited In (6)

• Sparse solution of the Lyapunov equation for large-scale interconnected systems
• Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
• Title not available (Why is that?)
• Coupled polynomial equations for LQ control synthesis and an algorithm for solution
• UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems
• Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations

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