Title :
Iterative solutions for general coupled matrix equations with real coefficients
Author :
Li Xie ; Huizhong Yang ; Yanjun Liu ; Feng Ding
Author_Institution :
Key Lab. of Adv. Process Control for Light Ind. (Minist. of Educ.), Jiangnan Univ., Wuxi, China
fDate :
June 29 2011-July 1 2011
Abstract :
This paper applies the hierarchical identification principle and the gradient search method to study iterative solutions for a class of general coupled matrix equations with real coefficients. As long as the convergence factors are appropriately chosen, the proposed algorithms for any initial values can provide iterative solutions that are arbitrarily close to the unique solutions of the equations. Two numerical examples are given to demonstrate the effectiveness of the proposed algorithms.
Keywords :
convergence; gradient methods; matrix algebra; convergence factors; general coupled matrix equations; gradient search method; hierarchical identification principle; iterative solutions; Coupled matrix equations; estimation; gradient search; hierarchical identification; iterative algorithm;
Conference_Titel :
American Control Conference (ACC), 2011
Conference_Location :
San Francisco, CA
Print_ISBN :
978-1-4577-0080-4
DOI :
10.1109/ACC.2011.5991200