Algorithms for solution of equations P A + A T P = - Q and M T P M - P = - Q resulting in Lyapunov stability analysis of linear systems

Jan Štecha; Alena Kozáčiková; Jaroslav Kozáčik

Kybernetika (1973)

  • Volume: 09, Issue: 1, page (62)-71
  • ISSN: 0023-5954

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Štecha, Jan, Kozáčiková, Alena, and Kozáčik, Jaroslav. "Algorithms for solution of equations $PA+A^TP=-Q$ and $M^TPM-P=-Q$ resulting in Lyapunov stability analysis of linear systems." Kybernetika 09.1 (1973): (62)-71. <http://eudml.org/doc/27807>.

@article{Štecha1973,
author = {Štecha, Jan, Kozáčiková, Alena, Kozáčik, Jaroslav},
journal = {Kybernetika},
language = {eng},
number = {1},
pages = {(62)-71},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Algorithms for solution of equations $PA+A^TP=-Q$ and $M^TPM-P=-Q$ resulting in Lyapunov stability analysis of linear systems},
url = {http://eudml.org/doc/27807},
volume = {09},
year = {1973},
}

TY - JOUR
AU - Štecha, Jan
AU - Kozáčiková, Alena
AU - Kozáčik, Jaroslav
TI - Algorithms for solution of equations $PA+A^TP=-Q$ and $M^TPM-P=-Q$ resulting in Lyapunov stability analysis of linear systems
JO - Kybernetika
PY - 1973
PB - Institute of Information Theory and Automation AS CR
VL - 09
IS - 1
SP - (62)
EP - 71
LA - eng
UR - http://eudml.org/doc/27807
ER -

References

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  1. Katsuhiko Ogata, State Space Analysis of Control Systems, Prentice Hall, London 1967 
  2. Kotek Z., Štecha Jan, Teorie optimálního řízení, (Theory of Optimal Control). Lecture Notes. Praha 1971. (1971) 
  3. Kleinmann D. L., On an Iterative Technique for Riccati Equation Computations, Trans. IEEE on Aut. Control AC-13 (Feb. 1968), 1, 114-115. (1968) 
  4. Chen C. F., Shieh L. S., A Note on Expanding P A + A T P = - Q , Trans IEEE on Aut. Control AC-13 (Feb. 1968), 1, 122-124. (1968) 
  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. (1968) 
  6. Bellmann R., Introduction to Matrix Analysis, McGraw-Hill, New York 1960. (1960) MR0122820
  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. (1971) MR0317816
  8. Fink M., Štecha J., Linear Optimal Control System with Incomplete Information about State of System, Kybernetika 7 (1971), 6, 467-491. (1971) MR0322633

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