An explicit solution to the generalized Lyapunov matrix inequality
Résumé
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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S_CL_Generalized_Lyapunov_Matrix_Inequalities_final.pdf (154 Ko)
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