On a numerical method of solving the Lyapunov and Sylvester equations
作者:
M. B. SUBRAHMANYAM,
期刊:
International Journal of Control
(Taylor Available online 1986)
卷期:
Volume 43,
issue 2
页码: 433-439
ISSN:0020-7179
年代: 1986
DOI:10.1080/00207178608933476
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
We present a numerical method of solving the time-varying Lyapunov and Sylvester matrix differential equations. The method is easy to program, fast, and accurate. It is shown that the error of computation is O(Δt3) where Δtis the interval of computation. Two examples are given.
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