Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation

Two operations are introduced for complex matrices. In terms of these two operations an infinite series expression is obtained for the unique solution of the Kalman–Yakubovich-conjugate matrix equation. Based on the obtained explicit solution, some iterative algorithms are given for solving this cla...

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Main Authors: Wu, A., Feng, G., Duan, G., Liu, Wan-Quan
Format: Journal Article
Published: Elsevier Inc. 2011
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/4985
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author Wu, A.
Feng, G.
Duan, G.
Liu, Wan-Quan
author_facet Wu, A.
Feng, G.
Duan, G.
Liu, Wan-Quan
author_sort Wu, A.
building Curtin Institutional Repository
collection Online Access
description Two operations are introduced for complex matrices. In terms of these two operations an infinite series expression is obtained for the unique solution of the Kalman–Yakubovich-conjugate matrix equation. Based on the obtained explicit solution, some iterative algorithms are given for solving this class of matrix equations. Convergence properties of the proposed algorithms are also analyzed by using some properties of the proposed operations for complex matrices.
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format Journal Article
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institution Curtin University Malaysia
institution_category Local University
last_indexed 2025-11-14T06:05:08Z
publishDate 2011
publisher Elsevier Inc.
recordtype eprints
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spelling curtin-20.500.11937-49852017-09-13T16:09:10Z Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation Wu, A. Feng, G. Duan, G. Liu, Wan-Quan Convergence order Kalman–Yakubovich-conjugate matrix equation Smith iteration Two operations are introduced for complex matrices. In terms of these two operations an infinite series expression is obtained for the unique solution of the Kalman–Yakubovich-conjugate matrix equation. Based on the obtained explicit solution, some iterative algorithms are given for solving this class of matrix equations. Convergence properties of the proposed algorithms are also analyzed by using some properties of the proposed operations for complex matrices. 2011 Journal Article http://hdl.handle.net/20.500.11937/4985 10.1016/j.amc.2010.10.041 Elsevier Inc. restricted
spellingShingle Convergence order
Kalman–Yakubovich-conjugate matrix equation
Smith iteration
Wu, A.
Feng, G.
Duan, G.
Liu, Wan-Quan
Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation
title Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation
title_full Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation
title_fullStr Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation
title_full_unstemmed Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation
title_short Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation
title_sort iterative solutions to the kalman-yakubovich-conjugate matrix equation
topic Convergence order
Kalman–Yakubovich-conjugate matrix equation
Smith iteration
url http://hdl.handle.net/20.500.11937/4985