An explicit solution to the generalized Lyapunov matrix inequality
Abstract
We review the generalized Lyapunov matrix inequality for continuous-time systems and we provide a solution based on a modification of the Jordan normal form. The proposed construction allows to obtain explicit bounds to the decay rate and the inertia of the solution to the generalized Lyapunov matrix inequality.
Domains
Dynamical Systems [math.DS]
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S_CL_Generalized_Lyapunov_Matrix_Inequalities.pdf (218.29 Ko)
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