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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1978 Issue 5, Pages 182–184 (Mi at9739)

Notes

Properties of Lyapunov equations with a nonnegative free term matrices

I. M. Bakhilina, D. M. Lerner

Leningrad

Abstract: For a matrix Lyapunov equation $A'P+PA+Q=0$ where $Q=C'C\geqslant0$ and $(A, C)$ is an observable pair a theorem is proved that positive definiteness of the matrix $P$ is the necessary and sufficient condition for stability of the matrix $A$. In the case of a stablematrix $A$ the solution (matrix $P$) of the Lyapunov equation is positive definite if and only if the pair $(A, C)$ is observable.

UDC: 62-508


Received: 05.01.1977


 English version:
Automation and Remote Control, 1978, 39:5, 772–774

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© Steklov Math. Inst. of RAS, 2024