Specifications

Table Of Contents

care

16-35

have no eigenvalue on the imaginary axis. Sufficient conditions for this to hold

are detectable when and , or

See Also dare Solve discrete-time Riccati equations

lyap Solve continuous-time Lyapunov equations

References [1] Arnold, W.F., III and A.J. Laub, “Generalized Eigenproblem Algorithms

and Software for Algebraic Riccati Equations,” Proc. IEEE, 72 (1984),

pp. 1746–1754.

,()

S 0= R 0