Finite iterative algorithm for the symmetric periodic least squares solutions of a class of periodic Sylvester matrix equations

被引:8
作者
Huang, Baohua [1 ,2 ]
Ma, Changfeng [1 ,2 ]
机构
[1] Fujian Normal Univ, Coll Math & Informat, Fuzhou 350117, Fujian, Peoples R China
[2] Fujian Normal Univ, FJKLMAA, Fuzhou 350117, Fujian, Peoples R China
基金
美国国家科学基金会;
关键词
Periodic matrix equations; Iterative algorithm; Symmetric -periodic solution; Least Frobenius norm; Finite number of iterations; Optimal approximation solution; SOLVE;
D O I
10.1007/s11075-018-0553-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The present work proposes a finite iterative algorithm to find the least squares solutions of periodic matrix equations over symmetric -periodic matrices. By this algorithm, for any initial symmetric -periodic matrices, the solution group can be obtained in finite iterative steps in the absence of round-off errors, and the solution group with least Frobenius norm can be obtained by choosing a special kind of initial matrices. Furthermore, in the solution set of the above problem, the unique optimal approximation solution group to a given matrix group in the Frobenius norm can be derived by finding the least Frobenius norm symmetric -periodic solution of a new corresponding minimum Frobenius norm problem. Finally, numerical examples are provided to illustrate the efficiency of the proposed algorithm and testify the conclusions suggested in this paper.
引用
收藏
页码:377 / 406
页数:30
相关论文
共 37 条
[1]  
Andersson P, 2008, LECT NOTES COMPUT SC, V5168, P780, DOI 10.1007/978-3-540-85451-7_83
[2]  
ANTONIOU A, 2007, PRACTICAL OPTIMIZATI, pCH2
[3]  
Benner P., 2011, LECT NOTES ELECT ENG, V74, P193
[4]  
Bittanti S, 2009, COMMUN CONTROL ENG, P1
[5]   Solving periodic Lyapunov matrix equations via finite steps iteration [J].
Cai, G. -B. ;
Hu, C. -H. .
IET CONTROL THEORY AND APPLICATIONS, 2012, 6 (13) :2111-2119
[6]   An iterative algorithm for the least squares bisymmetric solutions of the matrix equations A1XB1 = C1, A2XB2 = C2 [J].
Cai, Jing ;
Chen, Guoliang .
MATHEMATICAL AND COMPUTER MODELLING, 2009, 50 (7-8) :1237-1244
[7]   Projected generalized discrete-time periodic Lyapunov equations and balanced realization of periodic descriptor systems [J].
Chu, Eric King-Wah ;
Fan, Hung-Yuan ;
Lin, Wen-Wei .
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2007, 29 (03) :982-1006
[8]  
GRANAT R., 2007, P 8 INT C APPL PAR C, P531
[9]  
Hajarian M., 2014, COMPUT APPL MATH, V34, P1
[10]  
HAJARIAN M, 1941, SIGNAL PROCESS, V34, P105, DOI DOI 10.1007/s00034-014-9842-1