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We consider the generalized continuous-time Lyapunov equation: where is an Hermitian positive definite matrix and are arbitrary matrices. Under some conditions, using the coupled fixed point theorem of Bhaskar and Lakshmikantham, we establish the existence and uniqueness of Hermitian positive definite solution for such equation. Moreover, we provide an iteration method to find convergent sequences which converge to the solution if one exists.

生成讲解博客的中文版本

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