The resolution of the differential Lyapunov matrix equations using Rosenbrock method

Main Author: Sadek Lakhlifa
Format: Article eJournal
Bahasa: eng
Terbitan: , 2019
Subjects:
Online Access: https://zenodo.org/record/3459292
Daftar Isi:
  • The resolution of the differential Lyapunov matrix equations \(\begin{equation}\label{1} \left\{ \begin{array}{ll} \dot{X}(t)=AX(t)+X(t)A^T+B,& \hbox{} \\ X(t_{0})=X_{0}, & t\in[t_{0},T_{f}], \end{array} \right. \end{equation}\) où \(A\in\mathbb{R}^{n\times n}, B\in\mathbb{R}^{n\times n},\) using Rosenbrock method Author : LAKHLIFA SADEK. E-mail: lakhlifasdek@gmail.com; sadek.l@ucd.ac.ma