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  2. Sylvester equation - Wikipedia

    en.wikipedia.org/wiki/Sylvester_equation

    In mathematics, in the field of control theory, a Sylvester equation is a matrix equation of the form: [1] A X + X B = C . {\displaystyle AX+XB=C.} It is named after English mathematician James Joseph Sylvester .

  3. Alternating-direction implicit method - Wikipedia

    en.wikipedia.org/wiki/Alternating-direction...

    In numerical linear algebra, the alternating-direction implicit (ADI) method is an iterative method used to solve Sylvester matrix equations.It is a popular method for solving the large matrix equations that arise in systems theory and control, [1] and can be formulated to construct solutions in a memory-efficient, factored form.

  4. Lyapunov equation - Wikipedia

    en.wikipedia.org/wiki/Lyapunov_equation

    In particular, the discrete-time Lyapunov equation (also known as Stein equation) for is A X A H − X + Q = 0 {\displaystyle AXA^{H}-X+Q=0} where Q {\displaystyle Q} is a Hermitian matrix and A H {\displaystyle A^{H}} is the conjugate transpose of A {\displaystyle A} , while the continuous-time Lyapunov equation is

  5. Discrete time and continuous time - Wikipedia

    en.wikipedia.org/wiki/Discrete_time_and...

    A discrete signal or discrete-time signal is a time series consisting of a sequence of quantities. Unlike a continuous-time signal, a discrete-time signal is not a function of a continuous argument; however, it may have been obtained by sampling from a continuous-time signal.

  6. Algebraic Riccati equation - Wikipedia

    en.wikipedia.org/wiki/Algebraic_Riccati_equation

    which is known as the discrete-time dynamic Riccati equation of this problem. The steady-state characterization of P , relevant for the infinite-horizon problem in which T goes to infinity, can be found by iterating the dynamic equation repeatedly until it converges; then P is characterized by removing the time subscripts from the dynamic equation.

  7. State-transition matrix - Wikipedia

    en.wikipedia.org/wiki/State-transition_matrix

    The state-transition matrix is used to find the solution to a general state-space representation of a linear system in the following form ˙ = () + (), =, where () are the states of the system, () is the input signal, () and () are matrix functions, and is the initial condition at .

  8. State observer - Wikipedia

    en.wikipedia.org/wiki/State_observer

    The state of a linear, time-invariant discrete-time system is assumed to satisfy (+) = + () = + where, at time , () is the plant's state; () is its inputs; and () is its outputs. These equations simply say that the plant's current outputs and its future state are both determined solely by its current states and the current inputs.

  9. Convolution theorem - Wikipedia

    en.wikipedia.org/wiki/Convolution_theorem

    By a derivation similar to Eq.1, there is an analogous theorem for sequences, such as samples of two continuous functions, where now denotes the discrete-time Fourier transform (DTFT) operator. Consider two sequences u [ n ] {\displaystyle u[n]} and v [ n ] {\displaystyle v[n]} with transforms U {\displaystyle U} and V {\displaystyle V} :