Explicit solution of the Lyapunov-matrix equation
Ibrahim Ziedan · IEEE Transactions on Automatic Control · 1972
An explicit solution for the matrix equationPA + A'P = -Qis developed. The solution is presented in the form of a summation ofnmatrices. Each term in the summation is a function of the matricesQandAas well as elements of the Schwarz form.Anumerical example is considered to illustrate the method of solution.