MIRAU Silas, SONG Yang, SUN Hua-fei. A New Approach to the Solution of Lyapunov EquationJ. Transactions of Beijing institute of Technology, 2020, 40(3): 347-350. DOI: 10.15918/j.tbit1001-0645.2018.356
Citation:
MIRAU Silas, SONG Yang, SUN Hua-fei. A New Approach to the Solution of Lyapunov EquationJ. Transactions of Beijing institute of Technology, 2020, 40(3): 347-350. DOI: 10.15918/j.tbit1001-0645.2018.356
MIRAU Silas, SONG Yang, SUN Hua-fei. A New Approach to the Solution of Lyapunov EquationJ. Transactions of Beijing institute of Technology, 2020, 40(3): 347-350. DOI: 10.15918/j.tbit1001-0645.2018.356
Citation:
MIRAU Silas, SONG Yang, SUN Hua-fei. A New Approach to the Solution of Lyapunov EquationJ. Transactions of Beijing institute of Technology, 2020, 40(3): 347-350. DOI: 10.15918/j.tbit1001-0645.2018.356
A New Approach to the Solution of Lyapunov Equation
A new approach was proposed based on the Log-Euclidean metric to solve the Lyapunov equation. First, the origin of Lyapunov equation was introduced. Then the Riemannian metrics on a manifold of symmetric positive definite matrices and the geodesic distance function under Log-Euclidean metric were presented. Last, the iterative formula for the solution to Lyapunov equation was obtained, and some simulation results were shown.
DownLoad: