Computation of the Solutions of Lyapunov Matrix Equations with Iterative Decreasing Dimension Method

Abstract

The existence of a solution of continuous and discrete-time Lyapunov matrix equations was studied. Both Lyapunov matrix equations are transformed into a matrix-vector equation and the solution of the obtained new system was examined. The iterative decreasing dimension method (IDDM) was implemented for solving the generated matrix-vector equation. Computations have been done with Maple procedures that run the constituted algorithms.

Keywords

• Hurwitz stability
• IDDM
• Lyapunov matrix equations
• Schur stability

References

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