一种降阶法求解投影连续时序Lyapunov方程

An Order-reduced Method for Solving Projected Continues-time Lyapunov Equation

利用矩阵的实schur分解,提出了一种降阶法求解大规模投影连续时序Lyapunov方程.该方法先将矩阵进行块对角化,然后将大规模Lyapunov方程的求解转化为一系列低阶Lyapunov方程的求解,进而得到方程的解.在文章最后部分,给出了具体数值实例对该方法进行说明.

Using matrix real schur decomposition in the paper,an order-reduced method is proposed to solve large scale projected continues-time Lyapunov equation.After matrix is block diagonalized,large scale Lyapunov equation is converted to a series of small order Lyapunov equations and then the solution is obtained.In the end of this paper,numerical examples are tested to evaluate the method.