Abstract
In this article, we present simple alternative derivations for efficient evaluation of a matrix integral that has applications in optimal control and filtering, stability, controllability, observability, and controller design of linear time-invariant systems. The quadratic matrix integral (functional) is computed in terms of solutions of a sequence of algebraic Lyapunov equations. We present also a method to efficiently solve the obtained sequence of algebraic Lyapunov equations.
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Schedule a callMore From: Proceedings of the Institution of Mechanical Engineers, Part I: Journal of Systems and Control Engineering
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