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An Iterative Algorithm for the Reflexive Solution of the General Coupled Matrix Equations

The general coupled matrix equations (including the generalized coupled Sylvester matrix equations as special cases) have numerous applications in control and system theory. In this paper, an iterative algorithm is constructed to solve the general coupled matrix equations over reflexive matrix solut...

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Detalles Bibliográficos
Autores principales: Zhou, Zhongli, Huang, Guangxin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2013
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3844229/
https://www.ncbi.nlm.nih.gov/pubmed/24324386
http://dx.doi.org/10.1155/2013/952974
Descripción
Sumario:The general coupled matrix equations (including the generalized coupled Sylvester matrix equations as special cases) have numerous applications in control and system theory. In this paper, an iterative algorithm is constructed to solve the general coupled matrix equations over reflexive matrix solution. When the general coupled matrix equations are consistent over reflexive matrices, the reflexive solution can be determined automatically by the iterative algorithm within finite iterative steps in the absence of round-off errors. The least Frobenius norm reflexive solution of the general coupled matrix equations can be derived when an appropriate initial matrix is chosen. Furthermore, the unique optimal approximation reflexive solution to a given matrix group in Frobenius norm can be derived by finding the least-norm reflexive solution of the corresponding general coupled matrix equations. A numerical example is given to illustrate the effectiveness of the proposed iterative algorithm.