Journal Articles Systems and Control Letters Year : 2024

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.
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Dates and versions

hal-04366789 , version 1 (29-12-2023)

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Mario Spirito, Daniele Astolfi. An explicit solution to the generalized Lyapunov matrix inequality. Systems and Control Letters, 2024, 192, pp.105905. ⟨10.1016/j.sysconle.2024.105905⟩. ⟨hal-04366789⟩
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