• Korean Journal of Mathematics
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• v.21 no.3
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• pp.345-350
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• 2013

Some results on the sensitivity of the solution of the generalized Lyapunov equation $$A^{n-1}X+A^{n-2}XA^*+{\cdots}+X(A^*)^{n-1}=B$$ are shown follow easily from well-known theorems in functional analysis.

• International Journal of Control, Automation, and Systems
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• v.2 no.4
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• pp.501-508
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• 2004

A new method to solve a Lyapunov equation for a discrete delay system is proposed. Using this method, a Lyapunov equation can be solved from a simple linear equation and N-th power of a constant matrix, where N is the state delay. Combining a Lyapunov equation and frequency domain stability, a new stability condition is proposed for a discrete state delay system whose state delay is not exactly known but only known to lie in a certain interval.

• 전자공학회논문지 IE
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• v.44 no.4
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• pp.26-29
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• 2007

In this paper, we use Lyapunov equations and functions to consider the linear systems with perturbed system matrices. And we consider that what choice of Lyapunov function V would allow the largest perturbation and still guarantee that V is negative definite. We find that this is determined by testing for the existence of solutions to a related quadratic equation with matrix coefficients and unknowns the matrix Riccati equation.

• Journal of Industrial Technology
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• v.14
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• pp.19-28
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• 1994

We can get a tridiagonal block Toeplitz linear system by the finite difference approximation of 2-D Poisson equation. To exploit the nice property of this linear equation, we transform the equation into a Lyapunov equation and apply DST (discrete sine transform) to get diagonal matrix based Lyapunov equation. DST can be performed using FFT, which enables high-speed computaion. All the computations are performed on an SIMD parallel computer, the MasPar MP-2 with 4,096 processing elements. In this paper, parallel algorithm, mapping method of the algorithm onto the MP-2, and timing results are presented.

• 제어로봇시스템학회:학술대회논문집
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• 1989.10a
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• pp.901-906
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• 1989

A robust stability problem for time delay systems is discussed by using a property of Lyapunov type operator equation. We propose a method to check the robust stability against the parameter perturbations occurring in both lumped parameter part and distributed delay element.

• 제어로봇시스템학회:학술대회논문집
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• 1999.10a
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• pp.112-115
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• 1999

A new method to solve a Lyapunov equation for a discrete delay system is proposed. Using this method, a Lyapunov equation can be solved from a simple linear equation and N-th power of a constant matrix, where N is the state delay. Combining a Lyapunov equation and frequency domain stability, a new stability condition is proposed. The proposed stability condition ensures stability of a discrete state delay system whose state delay is not exactly known but only known to lie in a certain interval.

• Proceedings of the KIEE Conference
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• 1998.07b
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• pp.443-445
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• 1998

In this paper, an alternate method for state-covariance assignment for SISO(single input single output) linear systems is proposed. This method is based on the inverse solution of the Lyapunov matrix equation and the resulting formulas are similar in structure to the formulas for pole placement. Further, the set of all assignable covariance matrices to a SISO linear system is also characterized.

• The Pure and Applied Mathematics
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• v.5 no.2
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• pp.143-147
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• 1998

We show that a real valued function $\phi$ defined by $\phi (\chi)$ = (equation omitted) is a Lyapunov function of compact asymptotically stable set M.

• Wind and Structures
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• v.6 no.4
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• pp.249-262
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• 2003

The purpose of this study is to propose a procedure for evaluating quantitatively the increase of the equivalent damping ratio of a structure with passive/active vibration control systems subjected to a stationary wind load. A Lyapunov function governing the response of a structure and its differential equation are formulated first. Then the state-space equation of the structure coupled with the secondary damping system is solved. The results are substituted into the differential equation of the Lyapunov function and its derivative. The equivalent damping ratios are obtained from the Lyapunov function of the combined system and its derivative, and are used to assess the control effect of various damping devices quantitatively. The accuracy of the proposed procedure is confirmed by applying it to a structure with nonlinear as well as linear passive/active control systems.

• Journal of applied mathematics & informatics
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• v.20 no.1_2
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• pp.445-454
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• 2006

We describe a solution to the Ornstein-Uhlenbeck equation $\frac{dI}{dt}-\frac{1}{\tau}$I(t)=cV(t) where V(t) is a constant multiple of a Gaussian white noise. Our solution is based on a discrete set of Gaussian white noise obtained by taking sample points from a sum of single frequency harmonics that have random amplitudes, random frequencies, and random phases. Hence, it is different from the solution by the standard random walk using random numbers generated by the Box-Mueller algorithm. We prove that the power of the signal has the additive property, from which we derive that the Lyapunov characteristic exponent for our solution is positive. This compares with the solution by other methods where the noise is kept to be in an error range so that its Lyapunov exponent is negative.