Convergence of an iterative method for solving Sylvester matrix equations over reflexive matrices

被引:19
作者
Dehghan, Mehdi [1 ]
Hajarian, Masoud [1 ]
机构
[1] Amir Kabir Univ Technol, Dept Appl Math, Fac Math & Comp Sci, Tehran, Iran
关键词
Sylvester matrix equation; reflexive matrix; iterative method; generalized reflection matrix; LEAST-SQUARES SOLUTIONS; GENERAL-SOLUTION; REGULAR-RINGS; SYSTEMS; IDENTIFICATION; ALGORITHM;
D O I
10.1177/1077546309351893
中图分类号
O42 [声学];
学科分类号
070206 ; 082403 ;
摘要
This note proposes an iterative method to solve the Sylvester matrix equation AY+YB = C over a reflexive matrix Y which has wide applications in many systems and control applications. Analysis of convergence shows that the proposed iterative method converges to the reflexive solution for any initial reflexive matrix. Finally, a numerical example confirms the theoretical results and shows that the method works reliably.
引用
收藏
页码:1295 / 1298
页数:4
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