An algorithm to solve matrix equations and = φ φT+ γγT
Author :
Mehra, Raman K.
Author_Institution :
Systems Control, Inc., Palo Alto, CA, USA
Volume :
15
Issue :
5
fYear :
1970
fDate :
10/1/1970 12:00:00 AM
Firstpage :
600
Lastpage :
600
Abstract :
An iterative algorithm is presented for the numerical solution of matrix equations and , where and , and are given. These equations arise in various identification, network synthesis, and stability analysis problems.
Keywords :
Matrix equations; Control systems; Eigenvalues and eigenfunctions; Equations; Kalman filters; Lagrangian functions; Linear systems; Performance analysis; Recursive estimation; Steady-state; Symmetric matrices;