(Solved):
Problem 6 (Observability/Controllability and internal stability, 25 Points). Consider the LTI syst ...
Problem 6 (Observability/Controllability and internal stability, 25 Points). Consider the LTI system: \[ \begin{aligned} \dot{x}(t) &=A x(t)+B u(t) \\ y(t) &=C x(t) \end{aligned} \] We will explore the relation between the Lyapunov equation and the Observability/Controllability Gramian in linear time-invariant systems.
b) (5 points) Under what conditions on \( A \) is the system: \[ \dot{X}(t)=A^{\top} X(t)+X(t) A \] asymptotically stable? Hint: What are the eigenvalues of \( \mathcal{L}(X)=A^{\top} X+X A \) ?