Solutions of Generalized Discrete-Time Lyapunov Equations

被引：0

作者：

Yung, Chee-Fai ^{[1
,2
]}

Chen, Jungkai Alfred ^{[3
]}

Wu, Po-Feng ^{[4
]}

机构：

[1] Natl Taiwan Ocean Univ, Dept Elect Engn, Chilung 20224, Taiwan

[2] Natl Taiwan Univ, Dept Math, Taipei 10617, Taiwan

[3] Natl Taiwan Univ, Dept Math, Taipei 10607, Taiwan

[4] Intellectual Property Off, MOEA, Taichung, Taiwan

来源：

2013 32ND CHINESE CONTROL CONFERENCE (CCC) | 2013年

关键词：

generalized discrete-time Lyapunov equations; linear discrete-time descriptor systems; difference-algebraic equations; matrix pencils; SINGULAR SYSTEMS; DESCRIPTOR SYSTEMS; CONTROLLABILITY; OBSERVABILITY;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper investigates a constrained generalized discrete-time Lyapunov equation (GDLE). It is shown that the constrained GDLE admits a (hermitian) solution if and only if the underlying pencil is admissible and some augmented simplectic pencil has the complementarity property. Explicit formulae, expressed in terms of the eigenstructures of the underlying pencil and the augmented simplectic pencil, for all solutions of the constrained GDLE are derived. A numerical example is also given for illustration.

引用

页码：176 / 181

页数：6

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