NUMERICAL-SOLUTION OF THE DISCRETE-TIME, CONVERGENT, NONNEGATIVE DEFINITE LYAPUNOV EQUATION

被引：24

作者：

HAMMARLING, S ^{[1
]}

机构：

[1] NUMER ALGORITHMS GRP LTD,OXFORD OX2 8DR,ENGLAND

来源：

SYSTEMS & CONTROL LETTERS | 1991年 / 17卷 / 02期

关键词：

DISCRETE LYAPUNOV EQUATION; CHOLESKY FACTORS;

D O I：

10.1016/0167-6911(91)90039-H

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

An algorithm for the numerical solution of the real discrete-time non-negative definite Lyapunov equation is discussed. An improved rank 2 updating formula is proposed for the Cholesky factor that arises during the numerical solution.

引用

页码：137 / 139

页数：3

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