Solving Coupled Matrix Equations over Generalized Bisymmetric Matrices

被引:18
|
作者
Dehghan, Mehdi [1 ]
Hajarian, Masoud [2 ]
机构
[1] Amirkabir Univ Technol, Dept Appl Math, Tehran 15914, Iran
[2] Shahid Beheshti Univ, Fac Math Sci, Dept Math, Tehran 19839, Iran
关键词
Generalized reflection matrix; generalized Sylvester matrix equation; iterative method; reflexive matrix; LEAST-SQUARES SOLUTIONS; SYMMETRIC-SOLUTIONS; ITERATIVE ALGORITHMS; IDENTIFICATION; SYSTEMS;
D O I
10.1007/s12555-012-0506-2
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, an iterative algorithm is established for finding the generalized bisymmetric solution group to the coupled matrix equations (including the generalized (coupled) Lyapunov and Sylvester matrix equations as special cases). It is proved that proposed algorithm consistently converges to the generalized bisymmetric solution group for any initial generalized bisymmetric matrix group. Finally a numerical example indicates that proposed algorithm works quite effectively in practice.
引用
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页码:905 / 912
页数:8
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