Closed Form Solutions of Lyapunov Equations Using the Vech and Veck Operators

Abstract

New closed forms are presented of the solutions of the continuous and discrete Lyapunov equations using the vech and veck operators. The proposed solutions are faster than the classical solutions derived using the vec operator. The solutions via veck operator are faster than the solutions via vech operator. Key-Words: continuous Lyapunov equation, discrete Lyapunov equation, vec, vech, veck operator Received: April 6, 2021. Revised: May 20, 2021. Accepted: May 28, 2021. Published: June 2, 2021.