MATLAB CONTROL SYSTEM TOOLBOX 9 Specifications Page 375

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16-35
have no eigenvalue on the imaginary axis. Sufficient conditions for this to hold
are detectable when and , or
See Also dare Solve discrete-time Riccati equations
lyap Solve continuous-time Lyapunov equations
References [1] Arnold, W.F., III and A.J. Laub, “Generalized Eigenproblem Algorithms
and Software for Algebraic Riccati Equations,Proc. IEEE, 72 (1984),
pp. 1746–1754.
QA
,()
S 0= R 0
>
QS
S
T
R
0
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