Set of matrices with common Lyapunov solution

被引：31

作者：

Ando, T ^{[1
]}

机构：

[1] Hokusei Gakuen Univ, Fac Econ, Sapporo, Hokkaido 0048631, Japan

来源：

ARCHIV DER MATHEMATIK | 2001年 / 77卷 / 01期

关键词：

D O I：

10.1007/PL00000468

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We present necessary and sufficient conditions for a set of matrices to coincide with a set of the form {A : HA + A* H > 0} or {T : T* HT < H} for some (hidden) positive definite matrix H.

引用

页码：76 / 84

页数：9

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