Lyapunov Equation: Its Numerical Treatment and Application in Linear Control
The focus of this thesis is the treatment and application of the continuous time Lyapunov matrix equation. We discuss and compare the Naive, Bartels Stewart and Galerkin methods with each other and also with the function lyap in Matlab. We also explore the relationship between the Lyapunov equation as well as the Lyapunov function with stability and linear control. Finally, we give an application