A novel implicit iterative algorithm for solving the generalized Lyapunov equation

Author(s):  
Ai-Guo Wu ◽  
Hui-Jie Sun
Automatica ◽  
1995 ◽  
Vol 31 (2) ◽  
pp. 297-301 ◽  
Author(s):  
Vassilis L. Syrmos ◽  
Pradeep Misra ◽  
Ravi Aripirala

Mathematics ◽  
2021 ◽  
Vol 9 (24) ◽  
pp. 3288
Author(s):  
Alexey Iskakov ◽  
Igor Yadykin

The article proves that the state of a bilinear control system can be split uniquely into generalized modes corresponding to the eigenvalues of the dynamics matrix. It is also shown that the Gramians of controllability and observability of a bilinear system can be divided into parts (sub-Gramians) that characterize the measure of these generalized modes and their interactions. Furthermore, the properties of sub-Gramians were investigated in relation to modal controllability and observability. We also propose an algorithm for computing the Gramians and sub-Gramians based on the element-wise computation of the solution matrix. Based on the proposed algorithm, a novel criterion for the existence of solutions to the generalized Lyapunov equation is proposed, which allows, in some cases, to expand the domain of guaranteed existence of a solution of bilinear equations. Examples are provided that illustrate the application and practical use of the considered spectral decompositions.


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