Results 211 to 220 of about 4,196,424 (240)

Bounds in the Lyapunov matrix differential equation

IEEE Transactions on Automatic Control, 1987
Upper and lower bounds for the trace of the solution of the Lyapunov matrix differential equation are derived. It is shown that they are obtained as solutions to simple scalar differential equations. As a special case, the bounds for the stationary solution give ones for the solution to the Lyapunov algebraic equation.
N Fukuma, M Kuwahara
exaly   +2 more sources

Existence and uniqueness of solutions to Lyapunov matrix stochastic differential equations

International Journal of Dynamical Systems and Differential Equations, 2018
In this paper, we establish the existence and uniqueness of solutions to Lyapunov matrix stochastic differential equations (SDEs) by the method of successive approximations. The continuous dependence of the solutions on parameters and initial conditions are also discussed. An example is presented to illustrate the established results.
Mvssbbk Sastry
exaly   +2 more sources

A numerical approach based on Bernstein collocation method: Application to differential Lyapunov and Sylvester matrix equations

Mathematics and Computers in Simulation, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lakhlifa Sadek, Ahmad Sami Bataineh, Osman Raşit Işık   +2 more
exaly   +5 more sources

Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations

Journal of Computational and Applied Mathematics, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Haijun Peng, Zhi-Gang Wu
exaly   +3 more sources

Solving the singularly perturbed matrix differential Riccati equation: A Lyapunov equation approach

Proceedings of the 2010 American Control Conference, 2010
In this paper, we study the finite time (horizon) optimal control problem for singularly perturbed systems. The solution is obtained in terms of the corresponding solution of the algebraic Riccati equation and the decomposition of the singularly perturbed differential Lyapunov equation into reduced-order differential Lyapunov/Sylvester equations.
Thang Nguyen, Zoran Gajic
exaly   +3 more sources

Solution of the Lyapunov matrix differential equations by the frequency method

Journal of Computer and Systems Sciences International, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
D. E. Kataev, I. B. Yadykin
openaire   +1 more source

Stability and the matrix Lyapunov equation for delay differential systems

International Journal of Control, 1989
Abstract Asymptotic stability independent of the delay of linear differential delay systems with commensurate and non-commensurate delays is analysed using 2-D (two-dimensional) and n-D (n-dimensional) state-space models. Sufficient conditions for stability are obtained in terms of the frequency dependent 1-D (one-dimensional) Lyapunov equations.
P. Agathoklis, S. Foda
openaire   +1 more source

The analytic structure of periodic solutions of a Lyapunov type matrix differential equation

Differential Equations, 2000
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Lapitinskij, V. N., Livinskaya, V. A.
openaire   +2 more sources

Upper and lower bounds for the solution of the Lyapunov matrix differential equation

Linear and Multilinear Algebra
Jianzhou Liu
exaly   +2 more sources

Lower Eigenvalue Bounds on Summation for the Solution of the Lyapunov Matrix Differential Equation

Asian Journal of Control, 2016
AbstractIn this paper, we offer several lower bounds on eigenvalue summation for the solution of the Lyapunov matrix differential equation applying index matrix eigenvalue inequalities and Hölder inequality. Further, we give a numerical example to illustrate the effectiveness of the derived bounds.
Zhang, Juan, Liu, Jianzhou, Huang, Hao
openaire   +2 more sources