An iterative algorithm for discrete Lyapunov matrix equations

被引：0

作者：

Wu, Ai-Guo ^{[1
]}

Zhang, Ying ^{[1
]}

Sun, Hui-Jie ^{[2
]}

Duan, Hua-Jie ^{[1
]}

机构：

[1] Harbin Inst Technol, Sch Mech Engn & Automat, Shenzhen, Peoples R China

[2] Sun Yat Sen Univ, Sch Aeronaut & Astronaut, Guangzhou, Peoples R China

来源：

IET CONTROL THEORY AND APPLICATIONS | 2021年 / 15卷 / 16期

基金：

中国国家自然科学基金;

关键词：

IDENTIFICATION; AVERAGE; BOUNDS;

D O I：

10.1049/cth2.12080

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 to solve discrete Lyapunov matrix equations. In this algorithm, a tuning parameter is introduced such that the iterative solution can be updated by using a combination of the information in the last step and the previous step. Some conditions for the convergence of the proposed algorithm are given. In addition, an approach is also developed to choose the optimal tuning parameter such that the algorithm achieves its fastest convergence rate. A numerical example is employed to illustrate the effectiveness of the proposed algorithm.

引用

页码：2027 / 2038

页数：12

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