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Title: Algorithms for solution of equations $PA+A^TP=-Q$ and $M^TPM-P=-Q$ resulting in Lyapunov stability analysis of linear systems (English)
Author: Štecha, Jan
Author: Kozáčiková, Alena
Author: Kozáčik, Jaroslav
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 9
Issue: 1
Year: 1973
Pages: (62)-71
Category: math
MSC: 65H10
MSC: 93C05
MSC: 93D05
idZBL: Zbl 0274.93040
idMR: MR0327355
Date available: 2009-09-24T16:30:34Z
Last updated: 2012-06-04
Stable URL:
Reference: [1] Katsuhiko Ogata: State Space Analysis of Control Systems.Prentice Hall, London 1967
Reference: [2] Kotek Z., Štecha Jan: Teorie optimálního řízení.(Theory of Optimal Control). Lecture Notes. Praha 1971.
Reference: [3] Kleinmann D. L.: On an Iterative Technique for Riccati Equation Computations.Trans. IEEE on Aut. Control AC-13 (Feb. 1968), 1, 114-115.
Reference: [4] Chen C. F., Shieh L. S.: A Note on Expanding $PA + A^{T} P = - Q$.Trans IEEE on Aut. Control AC-13 (Feb. 1968), 1, 122-124.
Reference: [5] Sarma I. G., Pai M. A.: A Note on the Lyapunov Matrix Equation for Linear Discrete System.Trans. IEEE on Aut. Control AC-13 (Feb. 1968), 1, 119-121.
Reference: [6] Bellmann R.: Introduction to Matrix Analysis.McGraw-Hill, New York 1960. MR 0122820
Reference: [7] Dorato P., Lewis A. H.: Optimal Linear Regulators. The Discrete Time Case.Trans. IEEE on Aut. Control AC-16 (Dec. 1971), 6, 613-621. MR 0317816
Reference: [8] Fink M., Štecha J.: Linear Optimal Control System with Incomplete Information about State of System.Kybernetika 7 (1971), 6, 467-491. MR 0322633


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