On the determination of a diagonal solution of the Lyapunov equation
José C. Geromel · IEEE Transactions on Automatic Control · 1985
In this note, for a given matrixA, the solution of the Lyapanov equationA'P+ PA + Q = 0, consideringPdiagonal or bothPandQdiagonal matrices, is investigated. For this purpose a simple algorithm based on nonlinear programming is presented.