Conditions for the Existence of a Positive Definite Solution to the Linear Modified Lyapunov Equation

Shuoh Rern, P. Kabamba
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Abstract

A new sufficient condition for the existence of a positive definite solution to the linear modified Lyapunov equation is derived. With an additional mild assumption this condition is also proven necessary. Based on this result, the largest size of uncertainty for which a given feedback leads to robust stabilization based on the linear modified Lyapunov equation is expressed in closed form. This radius is proven equal to the reciprocal of the largest positive real eigenvalue of a specific "guarding matrix".
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线性修正Lyapunov方程正定解存在的条件
给出了线性修正Lyapunov方程正定解存在的一个新的充分条件。再加上一个温和的假设,这个条件也被证明是必要的。基于这一结果,给定反馈导致基于线性修正Lyapunov方程的鲁棒镇定的最大不确定性以封闭形式表示。证明了该半径等于特定“保护矩阵”的最大正实特征值的倒数。
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