A conjecture on Lyapunov equations and
principal angles in subspace identification
Katrien De Cock and Bart De Moor1
Dept. of Electrical Engineering (ESAT–SCD)
Kasteelpark Arenberg 10
1 DESCRIPTION OF THE PROBLEM
The following conjecture relates the eigenvalues of certain matrices that are derived from the solution of a Lyapunov equation that occurred in the analysis of stochastic subspace identification algorithms . First, we formulate the conjecture as a pure matrix algebraic problem. In Section 2, we will describe its system theoretic consequences and interpretation.