Parallel computation of the solutions of coupled algebraic Lyapunov equations
Automatica (Journal of IFAC)
Generalized Reflexive Matrices: Special Properties and Applications
SIAM Journal on Matrix Analysis and Applications
On Iterative Solutions of General Coupled Matrix Equations
SIAM Journal on Control and Optimization
Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations
Computers & Mathematics with Applications
Weighted least squares solutions to general coupled Sylvester matrix equations
Journal of Computational and Applied Mathematics
Hierarchical gradient-based identification of multivariable discrete-time systems
Automatica (Journal of IFAC)
International Journal of Systems Science
Hi-index | 0.00 |
Linear matrix equations are encountered in many systems and control applications. In this paper, we consider the general coupled matrix equations (including the generalized coupled Sylvester matrix equations as a special case) Σt=1lEstYtFst = Gs, s = 1, 2, 驴, l over the generalized reflexive matrix group (Y1, Y2, 驴, Yl). We derive an efficient gradient-iterative (GI) algorithm for finding the generalized reflexive solution group of the general coupled matrix equations. Convergence analysis indicates that the algorithm always converges to the generalized reflexive solution group for any initial generalized reflexive matrix group (Y1(1), Y2(1), 驴, Yl(1)). Finally, numerical results are presented to test and illustrate the performance of the algorithm in terms of convergence, accuracy as well as the efficiency.