Abstract:
Consideration was given to the methods for solution of the differential and algebraic Lyapunov and Sylvester equations in the time and frequency domains. Their solutions are represented as various finite and infinite grammians. The proposed approach to calculation of the grammians lies in expanding them as the sums of the matrix bilinear or quadratic forms generated with the use of the Faddeev matrices and representing each the solution of the linear matrix algebraic equation corresponding to an individual matrix eigenvalue. A lemma was proved representing explicitly the finite and infinite grammians as the matrix exponents depending on the combined spectrum of the original matrices. This result is generalized to the cases where the spectrum of one matrix contains an eigenvalue of the multiplicity two. Examples illustrating calculation of the finite and infinite grammians were discussed.
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