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Construction of square root factor for solution of the Lyapunov matrix equation. (English) Zbl 0782.93082
Summary: The Lyapunov matrix equation is considered in this paper, where the solution is a nonnegative definite matrix, i.e. a matrix admitting decomposition in square root factors. An algorithm for findings the square root factor without preliminary finding the solution itself is given.

MSC:
93D30 Lyapunov and storage functions
93C15 Control/observation systems governed by ordinary differential equations
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