Matrices WiandNᵢ,which result from application of Krylov's algorithm to the matricesAandBrelated byA = (B + I)(B - I)⁻¹,are shown to be row equivalent, i.e.,Nᵢ = MᵢW₁. This result is applied to solution of the Lyapunov matrix equation for discrete-time systems,A'LA - L = -K.
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H.M. Power (1969) studied this question.
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