• Korean Journal of Mathematics
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• 제21권3호
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• pp.345-350
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• 2013

Some results on the sensitivity of the solution of the generalized Lyapunov equation $$A^{n-1}X+A^{n-2}XA^*+{\cdots}+X(A^*)^{n-1}=B$$ are shown follow easily from well-known theorems in functional analysis.

• International Journal of Control, Automation, and Systems
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• 제2권4호
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• pp.501-508
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• 2004

A new method to solve a Lyapunov equation for a discrete delay system is proposed. Using this method, a Lyapunov equation can be solved from a simple linear equation and N-th power of a constant matrix, where N is the state delay. Combining a Lyapunov equation and frequency domain stability, a new stability condition is proposed for a discrete state delay system whose state delay is not exactly known but only known to lie in a certain interval.

• 전자공학회논문지 IE
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• 제44권4호
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• pp.26-29
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• 2007

본 논문에서는 섭동 시스템 행렬을 가지는 선형 시스템에 대하여 Lyapunov 방정식과 함수를 고려하여 섭동 유계를 유도한다. 그리고 Lyapunov 함수의 도함수가 음의 정의로 보장되는 가장 큰 섭동 구간을 허락하는 Lyapunov 함수의 선택에 대하여 고려한다. 행렬 계수를 가지는 행렬 리카티 방정식의 해 존재에 대하여 살펴보며, 예를 통하여 검증한다.

• 산업기술연구
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• 제14권
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• pp.19-28
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• 1994

일반적으로 2차원 Poisson 방정식을 풀기 위해 유한 차분법을 이용하여 tridiagonal block Toeplitz 선형방정식을 얻는다. 이 선형방정식의 독특한 형태를 활용하기 위해 Lyapunov 방정식으로 변화시킨 다음 이산정현변환(DST)을 이용해서 대각선 행렬로 만들면 계산이 용이해진다. 또 DST는 FFT를 이용해 계산할 수 있으므로 고속 계산이 가능하다. FFT를 병렬로 처리하기 위해 프로세서가 4,096개인 SIMD 컴퓨터 MP-2에서 시뮬레이션했다. 본 논문에서는 알고리즘 유도, 매핑 및 시뮬레이션 결과를 제시했다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1999년도 제14차 학술회의논문집
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• pp.112-115
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• 1999

A new method to solve a Lyapunov equation for a discrete delay system is proposed. Using this method, a Lyapunov equation can be solved from a simple linear equation and N-th power of a constant matrix, where N is the state delay. Combining a Lyapunov equation and frequency domain stability, a new stability condition is proposed. The proposed stability condition ensures stability of a discrete state delay system whose state delay is not exactly known but only known to lie in a certain interval.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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• pp.901-906
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• 1989

A robust stability problem for time delay systems is discussed by using a property of Lyapunov type operator equation. We propose a method to check the robust stability against the parameter perturbations occurring in both lumped parameter part and distributed delay element.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1998년도 하계학술대회 논문집 B
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• pp.443-445
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• 1998

In this paper, an alternate method for state-covariance assignment for SISO(single input single output) linear systems is proposed. This method is based on the inverse solution of the Lyapunov matrix equation and the resulting formulas are similar in structure to the formulas for pole placement. Further, the set of all assignable covariance matrices to a SISO linear system is also characterized.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제5권2호
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• pp.143-147
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• 1998

We show that a real valued function $\phi$ defined by $\phi (\chi)$ = (equation omitted) is a Lyapunov function of compact asymptotically stable set M.

• Wind and Structures
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• 제6권4호
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• pp.249-262
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• 2003

The purpose of this study is to propose a procedure for evaluating quantitatively the increase of the equivalent damping ratio of a structure with passive/active vibration control systems subjected to a stationary wind load. A Lyapunov function governing the response of a structure and its differential equation are formulated first. Then the state-space equation of the structure coupled with the secondary damping system is solved. The results are substituted into the differential equation of the Lyapunov function and its derivative. The equivalent damping ratios are obtained from the Lyapunov function of the combined system and its derivative, and are used to assess the control effect of various damping devices quantitatively. The accuracy of the proposed procedure is confirmed by applying it to a structure with nonlinear as well as linear passive/active control systems.

• Journal of applied mathematics & informatics
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• 제20권1_2호
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• pp.445-454
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• 2006

We describe a solution to the Ornstein-Uhlenbeck equation $\frac{dI}{dt}-\frac{1}{\tau}$I(t)=cV(t) where V(t) is a constant multiple of a Gaussian white noise. Our solution is based on a discrete set of Gaussian white noise obtained by taking sample points from a sum of single frequency harmonics that have random amplitudes, random frequencies, and random phases. Hence, it is different from the solution by the standard random walk using random numbers generated by the Box-Mueller algorithm. We prove that the power of the signal has the additive property, from which we derive that the Lyapunov characteristic exponent for our solution is positive. This compares with the solution by other methods where the noise is kept to be in an error range so that its Lyapunov exponent is negative.