Possible inertia combinations in the Stein and Lyapunov equations (Q1894476)
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scientific article; zbMATH DE number 778242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Possible inertia combinations in the Stein and Lyapunov equations |
scientific article; zbMATH DE number 778242 |
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Possible inertia combinations in the Stein and Lyapunov equations (English)
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26 November 1995
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The authors consider the Stein equation \(K - AKA^* = H\) (which arises in the study of discrete-time dynamical systems) and the Lyapunov equation \(KA + A^*K = H\) (which arises in the analysis of continuous- time dynamical systems). For these it is shown that the only joint constraints on the inertias of the three matrices are the classical definiteness and semidefiniteness constraints and a simple rank-related constraint.
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Stein equation
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discrete-time dynamical systems
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Lyapunov equation
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continuous-time dynamical systems
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