Gradient based approach for generalized discrete-time periodic coupled Sylvester matrix equations |
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| Authors: | Lingling Lv Zhe Zhang Lei Zhang Xianxing Liu |
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| Institution: | 1. Institute of Electric power, North China University of Water Resources and Electric Power, Zhengzhou 450011, PR China;2. College of Environment and Planning, Henan University, Kaifeng 475004, PR China;3. Institute of Data and Knowledge Engineering, Henan University, Kaifeng 475004, PR China |
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| Abstract: | The paper is dedicated to solving the generalized periodic discrete-time coupled Sylvester matrix equation, which is frequently encountered in control theory and applied mathematics. The solvable condition and a iterative algorithm for this equation are presented. The proposed method is developed from a point of least squares method. The rationality of the method is testified by theoretical analysis, which shows that the algorithm can solve the problem within finite number of iterations. The presented approach is numerically reliable and requires less computation. A numerical example illustrates the effectiveness of the raised result. |
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| Keywords: | Corresponding author at: Institute of Data and Knowledge Engineering Henan University Kaifeng 475004 PR China |
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