Isospectral steering characterizes reachable covariance sets for the differential Lyapunov equation when the gain matrix is constrained to fixed eigenvalues, using multilinear algebra and the Birkhoff-von Neumann theorem.
Scharf, Fred Y
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Isospectral Steering
Isospectral steering characterizes reachable covariance sets for the differential Lyapunov equation when the gain matrix is constrained to fixed eigenvalues, using multilinear algebra and the Birkhoff-von Neumann theorem.