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Closed-form solution of the continuous-time Lyapunov matrix equation

✍ Scribed by Kim, H.-C.; Choi, C.-H.


Book ID
114449552
Publisher
The Institution of Electrical Engineers
Year
1994
Tongue
English
Weight
423 KB
Volume
141
Category
Article
ISSN
1350-2379

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In this paper, the hypergeometric matrix differential equation z( 1 -t)W" -zAW' + W'(C -z(B + I)) -AWB = 0 is studied. First it is proved that if matrix C is invertible and no negative integer is one of its eigenvalues, then the hypergeometric matrix function F(A, B; C; z) is an analytic solution in