Lyapunov matrix equation in system stability and control / Zoran Gajic, Muhammad Tahir Javed Qureshi.

Format:

Book

Author/Creator:

Gajić, Zoran.

Contributor:

Qureshi, Muhammad Tahir Javed.

Series:

Mathematics in science and engineering ; v. 195.

Mathematics in science and engineering ; v. 195

Language:

English

Subjects (All):

Control theory.

Lyapunov stability.

Physical Description:

1 online resource (271 p.)

Place of Publication:

San Diego : Academic Press, c1995.

Language Note:

English

Summary:

The Lyapunov and Riccati equations are two of the fundamental equations of control and system theory, having special relevance for system identification, optimization, boundary value problems, power systems, signal processing, and communications.The Lyapunov Matrix Equation in System Stability and Control covers mathematical developments and applications while providing quick and easy references for solutions to engineering and mathematical problems. Examples of real-world systems are given throughout the text in order to demonstrate the effectiveness of the presented methods and al

Contents:

Front Cover; Lyapunov Matrix Equation in System Stability and Control; Copyright Page; Contents; Preface; Chapter 1. Introduction; 1.1 Stability of Linear Systems; 1.2 Variance of Linear Stochastic Systems; 1.3 Quadratic Performance Measure; 1.4 Book Organization; 1.5 References; Chapter 2. Continuous Algebraic Lyapunov Equation; 2.1 Explicit Solutions; 2.2 Solution Bounds; 2.3 Numerical Solutions; 2.4 Summary; 2.5 References; Chapter 3. Discrete Algebraic Lyapunov Equation; 3.1 Explicit Solutions; 3.2 Bounds of Solution's Attributes; 3.3 Numerical Solutions; 3.4 Summary; 3.5 References

Chapter 4. Differential and Difference Lyapunov Equations4.1 Explicit Solutions; 4.2 Bounds of Solution's Attributes; 4.3 Numerical Solutions; 4.4 Singularly Perturbed and Weakly Coupled Systenns; 4.5 Coupled Differential Lyapunov Equations; 4.6 Sunnmary; 4.7 References; Chapter 5. Algebraic Lyapunov Equations with Small Parameters; 5.1 Singularly Perturbed Continuous Lyapunov Equation; 5.2 Weakly Coupled Continuous Lyapunov Equation; 5.3 Singularly Perturbed Discrete Systems; 5.4 Recursive Methods for Weakly Coupled Discrete Systems; 5.5 Summary; 5.6 References

Chapter 6. Stability Robustness and Sensitivity of Lyapunov Equation6.1 Stability Robustness; 6.2 Sensitivity; 6.3 References; Chapter 7. Iterative Methods and Parallel Algorithms; 7.1 Smith's Algorithm; 7.2 ADI Iterative Method; 7.3 SOR Iterative Method; 7.4 Parallel Algorithms; 7.5 Parallel Algorithms for Coupled Lyapunov Equations; 7.6 Comments; 7.7 References; Chapter 8. Lyapunov Iterations; 8.1 Kleinman's Algorithm for Riccati Equation; 8.2 Lyapunov Iterations for Jump Parameter Linear Systems; 8.3 Lyapunov Iterations for Nash Differential Games

8.4 Lyapunov Iterations for Output Feedback Control8.5 Comments; 8.6 References; Chapter 9. Concluding Remarks; 9.1 Sylvester Equations; 9.2 Related Topics; 9.3 Applications; 9.4 Comments; 9.5 References; Appendix; Matrix Inequalities; Index

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

1-281-03291-3

9786611032913

0-08-053567-4

OCLC:

476109398