New iterative algorithms for coupled matrix equations

被引：0

作者：

Lv, Lingling ^{[1
]}

Zhang, Lei ^{[2
]}

机构：

[1] North China Univ Water Resources & Elect Power, Elect Power Coll, Zhengzhou 450045, Peoples R China

[2] Henan Univ, Comp & Informat Engn Coll, Kaifeng 475004, Peoples R China

来源：

JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS | 2015年 / 19卷 / 06期

基金：

中国国家自然科学基金;

关键词：

Coupled matrix equations; iterative algorithms; least squares solutions; JUMP LYAPUNOV EQUATIONS; LINEAR-SYSTEMS;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

Iterative algorithms are presented for solving coupled matrix equations including the well-known coupled Sylvester matrix equations and the discrete-time coupled Markovian jump Lyapunov matrix equations as special cases. The proposed methods remove the restriction that the considered matrix equation has a unique solution, which is required in the existing gradient based iterative algorithms and identification principle based methods.

引用

页码：947 / 958

页数：12

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