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Inverse and Direct Solutions of the Discrete Time Lyapunov Equation With System Matrix in Companion Form.
Apostolos Kanellakis
Ayman Tawfik
Panajotis Agathoklis
Published in:
IEEE Access (2021)
Keyphrases
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matrix inversion
correlation matrix
optimal solution
control theory
asymptotic stability
linear programming
sufficient conditions
dynamical systems
covariance matrix
singular value decomposition
low rank
closed form solutions