Solutions to the generalized Sylvester matrixequations by a singular value decomposition

In this paper, solutions to the generalized Sylvester matrix equations AX -XF = BY and MXN -X = TY with A, M ∈ R^n×n, B, T ∈ Rn×r, F, N ∈ R^p×p and the matrices N, F being in companion form, are established by a singular value decomposition of a matrix with dimensions n × （n ＋ pr）. The algorithm proposed in this paper for the euqation AX - XF = BY does not require the controllability of matrix pair （A, B） and the restriction that A, F do not have common eigenvalues. Since singular value decomposition is adopted, the algorithm is numerically stable and may provide great convenience to the computation of the solution to these equations, and can perform important functions in many design problems in control systems theory.

Parameterized Solution to a Class of Sylvester Matrix Equations

A class of formulas for converting linear matrix mappings into conventional linear mappings are presented. Using them, an easily computable numerical method for complete parameterized solutions of the Sylvester matrix equation AX - EXF = BY and its dual equation XA - FXE = YC are provided. It is also shown that the results obtained can be used easily for observer design. The method proposed in this paper is universally applicable to linear matrix equations.

A note on combined generalized Sylvester matrix equations

The solution of two combined generalized Sylvester matrix equations is studied. It is first shown that the two combined generalized Sylvester matrix equations can be converted into a normal Sylvester matrix equation through extension, and then with the help of a result for solution to normal Sylvester matrix equations, the complete solution to the two combined generalized Sylvester matrix equations is derived. A demonstrative example shows the effect of the proposed approach.

Solving the generalized Sylvester matrix equation AV+BW=VF via Kronecker map

This note considers the solution to the generalized Sylvester matrix equation AV ＋ BW = VF with F being an arbitrary matrix, where V and W are the matrices to be determined. With the help of the Kronecker map, an explicit parametric solution to this matrix equation is established. The proposed solution possesses a very simple and neat form, and allows the matrix F to be undetermined.

Extending GCR Algorithm for the Least Squares Solutions on a Class of Sylvester Matrix Equations

The purpose of this paper is to derive the generalized conjugate residual(GCR)algorithm for finding the least squares solution on a class of Sylvester matrix equations.We prove that if the system is inconsistent,the least squares solution can be obtained within finite iterative steps in the absence of round-off errors.Furthermore,we provide a method for choosing the initial matrix to obtain the minimum norm least squares solution of the problem.Finally,we give some numerical examples to illustrate the performance of GCR algorithm.

An explicit solution to the matrix equation AV+BW=EVJ

In this note, the matrix equation AV ＋ BW = EVJ is considered, where E, A and B are given matrices of appropriate dimensions, J is an arbitrarily given Jordan matrix, V and W are the matrices to be determined. Firstly, a right factorization of （sE - A）^-1 B is given based on the Leverriver algorithm for descriptor systems. Then based on this factorization and a proposed parametric solution, an alternative parametric solution to this matrix equation is established in terms of the R-controllability matrix of （E, A, B）, the generalized symmetric operator and the observability matrix associated with the Jordan matrix d and a free parameter matrix. The proposed results provide great convenience for many analysis and design problems. Moreover, some equivalent forms are proposed. A numerical example is employed to illustrate the effect of the proposed approach.

An iterative algorithm for solving a class of matrix equations

In this paper, an iterative algorithm is presented to solve the Sylvester and Lyapunov matrix equations. By this iterative algorithm, for any initial matrix X1, a solution X＊ can be obtained within finite iteration steps in the absence of roundoff errors. Some examples illustrate that this algorithm is very efficient and better than that of [ 1 ] and [2].

A Minimum Residual Based Gradient Iterative Method for a Class of Matrix Equations

In this paper, we present a minimum residual based gradient iterative method for solving a class of matrix equations including Sylvester matrix equations and general coupled matrix equations. The iterative method uses a negative gradient as steepest direction and seeks for an optimal step size to minimize the residual norm of next iterate. It is shown that the iterative sequence converges unconditionally to the exact solution for any initial guess and that the norm of the residual matrix and error matrix decrease monotonically. Numerical tests are presented to show the efficiency of the proposed method and confirm the theoretical results.

An explicit solution to right factorization with applicationin eigenstructure assignment

Based on the well-known Leverrier algorithm, a simple explicit solution to right factorization of a linear system is established. This solution is expressed by the controllability matrix of the given system and a symmetric operator matrix. Applications of this solution to a type of generalized Sylvester matrix equatiorls and the problem of parametric eigenstructure assignment by state feedback are investigated,and general complete parametric solutions to these two problems are deduced. These new solutions are simple, and possess desirable structural properties which render the solutions readily implementable. An example demonstrates the effect of the proposed results.

Developing Bi-CG and Bi-CR Methods to Solve Generalized Sylvester-transpose Matrix Equations

The bi-conjugate gradients(Bi-CG)and bi-conjugate residual(Bi-CR)methods are powerful tools for solving nonsymmetric linear systems Ax=b.By using Kronecker product and vectorization operator,this paper develops the Bi-CG and Bi-CR methods for the solution of the generalized Sylvester-transpose matrix equationp i=1(Ai X Bi+Ci XTDi)=E(including Lyapunov,Sylvester and Sylvester-transpose matrix equations as special cases).Numerical results validate that the proposed algorithms are much more efcient than some existing algorithms.

Parametric Approach for the Normal Luenberger Function Observer Design in Second-order Descriptor Linear Systems

In this paper, the normal Luenberger function observer design for second-order descriptor linear systems is considered. It is shown that the main procedure of the design is to solve a so-called second-order generalized Sylvester-observer matrix equation. Based on an explicit parametric solution to this equation, a parametric solution to the normal Luenberger function observer design problem is given. The design degrees of freedom presented by explicit parameters can be further utilized to achieve some additional design requirements.

A System of Periodic Discrete-time Coupled Sylvester Quaternion Matrix Equations

We in this paper derive necessary and sufficient conditions for the system of the periodic discrete-time coupled Sylvester matrix equations AkXk ＋ YkBk = Mk, CkXk＋l ＋ YkDk ---- Nk （k = 1, 2） over the quaternion algebra to be consistent in terms of ranks and generalized inverses of the coefficient matrices. We also give an expression of the general solution to the system when it is solvable. The findings of this paper generalize some known results in the literature.

Efcient Iterative Solutions to General Coupled Matrix Equations

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.

An extended fast algorithm for constructing the Dixon resultant matrix

In recent years,the Dixon resultant matrix has been used widely in the resultant elimination to solve nonlinear polynomial equations and many researchers have studied its efficient algorithms.The recursive algorithm is a very efficient algorithm,but which deals with the case of three polynomial equations with two variables at most.In this paper,we extend the algorithm to the general case of n+1 polynomial equations in nvariables.The algorithm has been implemented in Maple 9.By testing the random polyno mial equations,the results demonstrate that the efficiency of our program is much better than the previous methods,and it is exciting that the necessary condition for the existence of common intersection points on four general surfaces in which the degree with respect to every variable is not greater than 2 is given out in 48×48 Dixon matrix firstly by our program.

Parametric control systems design with applications in missile control

This paper considers parametric control of high-order descriptor linear systems via proportional plus derivative feedback. By employing general parametric solutions to a type of so-called high-order Sylvester matrix equations, complete parametric control approaches for high-order linear systems are presented. The proposed approaches give simple complete parametric expressions for the feedback gains and the closed-loop eigenvector matrices, and produce all the design degrees of freedom. Fur-thermore, important special cases are particularly treated. Based on the proposed parametric design approaches, a parametric method for the gain-scheduling controller design of a linear time-varying system is proposed and the design of a BTT missile autopilot is carried out. The simulation results show that the method is superior to the traditional one in sense of either global stability or system performance.