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The solution of Lyapunov's matrix equation by a geometric method

Published online by Cambridge University Press:  14 November 2011

N. J. Young
Affiliation:
Department of Mathematics, University of Glasgow

Synopsis

The author has recently proposed a new algorithm for the solution of the Lyapunov matrix equation of stability theory. This algorithm is based on a formula for the solution of a special case of the equation. This formula is established in the present paper by means of a geometric interpretation. The key ideas are the uses of shift operators and non-orthogonal projections in infinite-dimensional Hilbert space.

Type
Research Article
Copyright
Copyright © Royal Society of Edinburgh 1980

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