李雅普诺夫方程的新解法
A New Approach to the Solution of Lyapunov Equation
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摘要: 利用对数欧氏度量的方法给出李雅普诺夫方程的新解法.介绍了李雅普诺夫方程的由来,介绍对称正定矩阵流形的黎曼度量以及对数欧氏度量下的距离函数,给出求解李雅普诺夫方程的迭代公式,并给出模拟仿真的结果.Abstract: A new approach was proposed based on the Log-Euclidean metric to solve the Lyapunov equation. First, the origin of Lyapunov equation was introduced. Then the Riemannian metrics on a manifold of symmetric positive definite matrices and the geodesic distance function under Log-Euclidean metric were presented. Last, the iterative formula for the solution to Lyapunov equation was obtained, and some simulation results were shown.
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