Hilbert-Schmidt Lyapunov feedback identity
ID: hilbert-schmidt-lyapunov-feedback-identity
For , with both states evolving under the same drift and only receiving , cyclicity of the trace cancels the drift terms and gives the displayed identity. The scalar is real because is Hermitian. Choosing , , makes . This is nonincrease, not by itself convergence to the target: additional invariant-set and reachability conditions are needed.
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