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Efcient Iterative Solutions to General Coupled Matrix Equations
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作者 Masoud Hajarian 《International Journal of Automation and computing》 EI CSCD 2013年第5期481-486,共6页
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 specia... 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)l t=1EstYtFst = Gs,s = 1,2,···,l over the generalized reflexive matrix group(Y1,Y2,···,Yl).We derive an efcient gradient-iterative(GI) algorithm for fnding 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),···,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 efciency. 展开更多
关键词 General coupled matrix equations Lyapunov matrix equation Sylvester matrix equation generalized reflexive solutiongroup iterative algorithm
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