A relaxed gradient based algorithm for solving generalized coupled Sylvester matrix equations

作者：Sheng, Xingping^*

来源：Journal of the Franklin Institute, 2018, 355(10): 4282-4297.

DOI：10.1016/j.jfranklin.2018.04.008

• POLE ASSIGNMENT
• ITERATIVE SOLUTIONS
• DESCRIPTOR SYSTEMS
• HIERARCHICAL IDENTIFICATION
• SYMMETRIC-SOLUTIONS
• OUTPUT-FEEDBACK
• STABILITY
• REGULARIZATION
• CONVERGENCE
• CONSISTENCY

The present work proposes a relaxed gradient based iterative (RGI) algorithm to find the solutions of coupled Sylvester matrix equations AX + YB = C, DX + YE = F. It is proved that the proposed iterative method can obtain the solutions of the coupled Sylvester matrix equations for any initial matrices X-0 and Y-0. Next the RGI algorithm is extended to the generalized coupled Sylvester matrix equations of the form A(i1)X(1)B(i1) + A(i2)X(2)B(i2) + ...+ A(ip)X(p)B(ip) = C-i, (i = 1, 2, ..., p). Then, we compare their convergence rate and find RGI is faster than GI, which has maximum convergence rate, under an appropriative positive number omega and the same convergence factor mu(1) and mu(2). Finally, a numerical example is included to demonstrate that the introduced iterative algorithm is more efficient than the gradient based iterative (GI) algorithm of (Ding and Chen 2006) in speed, elapsed time and iterative steps.

• 出版日期2018-7
• 单位东南大学; 阜阳师范学院