Lyapunov Equation
In control theory, the discrete Lyapunov equation is of the form
where is a Hermitian matrix and is the conjugate transpose of . The continuous Lyapunov equation is of form
- .
The Lyapunov equation occurs in many branches of control theory, such as stability analysis and optimal control. This and related equations are named after the Russian mathematician Aleksandr Lyapunov.
Read more about Lyapunov Equation: Application To Stability, Computational Aspects of Solution, Analytic Solution
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