Solution and applications of the Lyapunov equation for control systems

Recent advances in control systems analysis and design have implied new uses for the Lyapunov equation of the form AX+XA/sup T/+Q=0. Implementation requirements for the incorporation of the use of Lyapunov equations in practical design, however, point out the need for a set of specialized numerical procedures. This special set of numerical procedures must efficiently solve large, sparse Lyapunov equations, solve sets of Lyapunov equations that differ only in the coefficient matrix Q, and provide good low rank estimates of the Lyapunov equation solution X in the case where low rank approximations are applicable. Discussions of the motivations for the solution of these problems and of candidate solution approaches are provided.<
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