The Lyapunov equation, named after the Russian mathematician Aleksandr Lyapunov, is a matrix equation used in the stability analysis of linear dynamical systems.[1][2]
In particular, the discrete-time Lyapunov equation (also known as Stein equation) for is
where is a Hermitian matrix and is the conjugate transpose of , while the continuous-time Lyapunov equation is
.
^Parks, P. C. (1992-01-01). "A. M. Lyapunov's stability theory—100 years on *". IMA Journal of Mathematical Control and Information. 9 (4): 275–303. doi:10.1093/imamci/9.4.275. ISSN 0265-0754.
^Simoncini, V. (2016-01-01). "Computational Methods for Linear Matrix Equations". SIAM Review. 58 (3): 377–441. doi:10.1137/130912839. hdl:11585/586011. ISSN 0036-1445.
The Lyapunovequation, named after the Russian mathematician Aleksandr Lyapunov, is a matrix equation used in the stability analysis of linear dynamical...
les équations plus générales de la théorie de la figure des planètes LyapunovequationLyapunov exponent Lyapunov fractal Lyapunov function Lyapunov stability...
In the theory of ordinary differential equations (ODEs), Lyapunov functions, named after Aleksandr Lyapunov, are scalar functions that may be used to prove...
In mathematics, the Lyapunov exponent or Lyapunov characteristic exponent of a dynamical system is a quantity that characterizes the rate of separation...
following are named: Lyapunov dimension LyapunovequationLyapunov exponent Lyapunov function Lyapunov fractal Lyapunov stability Lyapunov's central limit theorem...
solutions to differential equations. Input-to-state stability (ISS) applies Lyapunov notions to systems with inputs. Lyapunov stability is named after...
Lyapunov theorem may refer to: Lyapunov theory, a theorem related to the stability of solutions of differential equations near a point of equilibrium...
{\displaystyle Z} which are inside the unit circle. Lyapunovequation Schur decomposition Sylvester equation Chow, Gregory (1975). Analysis and Control of Dynamic...
differential equations arising in mathematics, physics, engineering, and many other disciplines. The Adomian decomposition method, the Lyapunov artificial...
The classical rocket equation, or ideal rocket equation is a mathematical equation that describes the motion of vehicles that follow the basic principle...
In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions...
differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the...
In mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single independent variable. As with other...
Sylvester equation has a closed form solution. Lyapunovequation, a special case of the Sylvester equation Algebraic Riccati equation This equation is also...
{\displaystyle {\boldsymbol {A}}} is stable), and the unique solution of the Lyapunovequation A W c + W c A T = − B B T {\displaystyle {\boldsymbol {A}}{\boldsymbol...
example of the application of this formula, see the article on the Lyapunovequation. This formula also comes in handy in showing that the matrix normal...
mathematics, an exact differential equation or total differential equation is a certain kind of ordinary differential equation which is widely used in physics...
In mathematics, an ordinary differential equation is called a Bernoulli differential equation if it is of the form y ′ + P ( x ) y = Q ( x ) y n , {\displaystyle...
Takeuchi, Yasuhiro (2012-08-01). "Construction of Lyapunov functionals for delay differential equations in virology and epidemiology". Nonlinear Analysis:...
In the mathematics of dynamical systems, the concept of Lyapunov dimension was suggested by Kaplan and Yorke for estimating the Hausdorff dimension of...
in 1971 as a tool for model reduction and for solving Lyapunov and Algebraic Riccati equation in a technical report of Cambridge University, which was...
the rate of growth of these moments is limited by the Lyapunov condition given below. Lyapunov CLT — Suppose { X 1 , … , X n , … } {\textstyle \{X_{1}...
by the Lyapunov dimension (Kaplan-Yorke dimension) as 2.06±0.01, and the correlation dimension is estimated to be 2.05±0.01. The exact Lyapunov dimension...