| 矩阵Lyapunov方程的直接数值解 |
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| 引用本文： | 周军.矩阵Lyapunov方程的直接数值解[J].兰州大学学报(自然科学版),1994(3). |
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| 作者姓名： | 周军 |
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| 作者单位： | 兰州大学电子与信息科学系 |
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| 摘 要： | 针对矩阵Ｌｙａｐｕｎｏｖ方程数值解各种算法存在的问题，本文给出一种直接迭代算法。该算法构造简单，收敛域宽，数值稳定性好，适于稳定的和完全不稳定类型的Ｌｙａｐｕｎｏｖ方程，文中算例证实了算法的有效性。
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| 关 键 词： | 李雅谱诺夫函数 数值解 收敛性 数值稳定性 |
A Direct Numerical Solution of the Lyapunov Matrix Equation |
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| Zhou Jun.A Direct Numerical Solution of the Lyapunov Matrix Equation[J].Journal of Lanzhou University(Natural Science),1994(3). |
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| Authors: | Zhou Jun |
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| Abstract: | in this paper, the main algorithms for the numerical solution of the Lyapunov matrix equation are analysed. Considering problems unsolved in these methods, a new iterative algorithm is discussed, which is proposed directly on the basis of the Lyapunov matrix equation. The algorithm is easy to form ,and the calculations are simple. A sufficient condition of the iterative convergency in stable and completely unstable system is given. There is a numercal example to illustrate the algorithm. |
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| Keywords: | Lyapunov functions numercal solutions convergencenumericl stability |
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