Closed Form Solutions of Lyapunov Equations Using the Vech and Veck Operators

Author:

Assimakis Nicholas1,Adam Maria2

Affiliation:

1. General Department, National and Kapodistrian University of Athens, Psachna Evias, Greece

2. Department of Computer Science and Biomedical Informatics, University of Thessaly, Lamia, Greece

Abstract

New closed forms are presented of the solutions of the continuous and discrete Lyapunov equations using the vech and veck operators. The proposed solutions are faster than the classical solutions derived using the vec operator. The solutions via veck operator are faster than the solutions via vech operator

Publisher

World Scientific and Engineering Academy and Society (WSEAS)

Subject

General Mathematics

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3. P. Benner, Control Theory Basics, Chapter 57 of the Handbook of Linear Algebra, Leslie Hogben, Chapman & Hall/CRC, 2006.

4. A. Nakhmani., Modern Control: State-Space Analysis and Design Methods, McGraw Hill, 2020.

5. B.D.O. Anderson and J.B. Moore, Optimal Filtering, Dover Publications, New York, 2005.

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