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Explicit solution of Sylvester and Lyapunov equations

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  • Rotella, F.
  • Borne, P.

Abstract

The aim of the paper is to determine the solution of the Sylvester matric algebraic equation via the Kronecker algebra. The main result points out that, if the unknown matrix is (p × q), the solution can be determined through the inversion of a (min(p, q) × min(p, q)) matrix.

Suggested Citation

  • Rotella, F. & Borne, P., 1989. "Explicit solution of Sylvester and Lyapunov equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 31(3), pages 271-281.
    • Handle: RePEc:eee:matcom:v:31:y:1989:i:3:p:271-281
    DOI: 10.1016/0378-4754(89)90163-8
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    Cited by:

    1. Yi, Chenfu & Zhang, Yunong & Guo, Dongsheng, 2013. "A new type of recurrent neural networks for real-time solution of Lyapunov equation with time-varying coefficient matrices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 92(C), pages 40-52.

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