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in finding riccati solution of
A*X+A'*X+X*W*X+Q that is
X which stabilises A+W*X(real parts of eigen values are <0) ,it’s existence can
Found out by
Eigen values of Hamiltonian matrix H given by
H MATRIX=
!A W!
!Q -A!
because we have the relation
EIGEN VALUE OF H ARE GIVEN BY= EIGENVALUES OF (A+W*x)& - (A+W*x);
In text it is stated as if there is no eigen values of H are on imaginary axis then X exists
Means it can have in real parts of ( eigen values can be >0)
This can be possible
If A+W*x has negative real parts
And also A+W*x has positive real parts in which it is un stable
If it is so how can we say that just H matrix not having eigen values on imaginary axis is
Sufficient for X toexist
Can anyone explain me about this
Thanking you
A*X+A'*X+X*W*X+Q that is
X which stabilises A+W*X(real parts of eigen values are <0) ,it’s existence can
Found out by
Eigen values of Hamiltonian matrix H given by
H MATRIX=
!A W!
!Q -A!
because we have the relation
EIGEN VALUE OF H ARE GIVEN BY= EIGENVALUES OF (A+W*x)& - (A+W*x);
In text it is stated as if there is no eigen values of H are on imaginary axis then X exists
Means it can have in real parts of ( eigen values can be >0)
This can be possible
If A+W*x has negative real parts
And also A+W*x has positive real parts in which it is un stable
If it is so how can we say that just H matrix not having eigen values on imaginary axis is
Sufficient for X toexist
Can anyone explain me about this
Thanking you