When the Kalman-Yakubovich matrix has a unique solution, in this note an explicit solution is proposed. This solution is expressed as a polynomial of the coefficient matrices of the matrix equation. Based on this result, the unique solution of the Stein equation is also established. The proposed approach does not require the coefficient matrices to be in arbitrary canonical form.


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    Title :

    A polynomial solution to the Kalman-Yakubovich matrix equation


    Contributors:
    Juntao Wang, (author) / Wei-Jun Wu, (author)


    Publication date :

    2008-12-01


    Size :

    467293 byte




    Type of media :

    Conference paper


    Type of material :

    Electronic Resource


    Language :

    English



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