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Common solution to the Lyapunov equation for 2 × 2 complex matrices

✍ Scribed by Thomas J. Laffey; Helena Šmigoc


Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
182 KB
Volume
420
Category
Article
ISSN
0024-3795

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✦ Synopsis


In this work we solve the problem of a common solution to the Lyapunov equation for 2 × 2 complex matrices. We show that necessary and sufficient conditions for the existence of a common solution to the Lyapunov equation for 2 × 2 complex matrices A and B is that matrices (A + iαI )(B + iβI ) and (A + iαI ) -1 (B + iβI ) have no negative real eigenvalues for all α, β ∈ R. We show how these results relate to a special class of 4 × 4 real matrices.


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