Effacer les filtres
Effacer les filtres

Which lyapunov equation to use for my model?

2 vues (au cours des 30 derniers jours)
Yasmin Tamimi
Yasmin Tamimi le 13 Nov 2012
Hey all,
I have a dynamical system and modeled it using System Identification Toolbox and ended up with this format:
State-space model: x(t+Ts) = A x(t) + B u(t) + K e(t) y(t) = C x(t) + D u(t) + e(t)
So under dlyap we have three different types: 1] X = dlyap(A,Q) solves the discrete-time Lyapunov equation. 2] X = dlyap(A,B,C) solves the Sylvester equation AXBT − X + C = 0. 3] X = dlyap(A,Q,[],E) solves the generalized discrete-time Lyapunov equation AXAT − EXET + Q= 0.
So, which of the shall be used and why?
I have seen some examples for solving with dlyap and in each one they are solving in a different way and sometime they are transposing matrix A!! http://www.ece.rutgers.edu/~gajic/psfiles/LinearLyapunov.pdf http://www.stanford.edu/class/ee363/hw/hw5sol.pdf
Any help is really appreciated!

Réponses (0)

Catégories

En savoir plus sur Matrix Computations dans Help Center et File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by