Explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations

© The Institution of Engineering and Technology 2016.In this study, the authors aim to study explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations. First, an explicit iterative algorithm based on fixed point theory of dynamic equations is presented via adding a tu...

Full description

Bibliographic Details
Main Authors: Sun, H., Liu, Wan-Quan, Teng, Y.
Format: Journal Article
Published: The Institution of Engineering and Technology 2016
Online Access:http://hdl.handle.net/20.500.11937/52116
_version_ 1848758850531885056
author Sun, H.
Liu, Wan-Quan
Teng, Y.
author_facet Sun, H.
Liu, Wan-Quan
Teng, Y.
author_sort Sun, H.
building Curtin Institutional Repository
collection Online Access
description © The Institution of Engineering and Technology 2016.In this study, the authors aim to study explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations. First, an explicit iterative algorithm based on fixed point theory of dynamic equations is presented via adding a tuning parameter. Second, a necessary and sufficient condition is provided for the convergence of the proposed algorithm. Moreover, the optimal value of the tuning parameter is derived for the fastest convergence of the algorithm. Third, by using the latest updated information, a modified version of the presented explicit iterative algorithm is also established with a necessary and sufficient condition being provided to guarantee the convergence of the modified algorithm. Finally, a numerical example is given to demonstrate the effectiveness of the proposed algorithms.
first_indexed 2025-11-14T09:50:32Z
format Journal Article
id curtin-20.500.11937-52116
institution Curtin University Malaysia
institution_category Local University
last_indexed 2025-11-14T09:50:32Z
publishDate 2016
publisher The Institution of Engineering and Technology
recordtype eprints
repository_type Digital Repository
spelling curtin-20.500.11937-521162017-09-13T15:39:04Z Explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations Sun, H. Liu, Wan-Quan Teng, Y. © The Institution of Engineering and Technology 2016.In this study, the authors aim to study explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations. First, an explicit iterative algorithm based on fixed point theory of dynamic equations is presented via adding a tuning parameter. Second, a necessary and sufficient condition is provided for the convergence of the proposed algorithm. Moreover, the optimal value of the tuning parameter is derived for the fastest convergence of the algorithm. Third, by using the latest updated information, a modified version of the presented explicit iterative algorithm is also established with a necessary and sufficient condition being provided to guarantee the convergence of the modified algorithm. Finally, a numerical example is given to demonstrate the effectiveness of the proposed algorithms. 2016 Journal Article http://hdl.handle.net/20.500.11937/52116 10.1049/iet-cta.2016.0437 The Institution of Engineering and Technology restricted
spellingShingle Sun, H.
Liu, Wan-Quan
Teng, Y.
Explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations
title Explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations
title_full Explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations
title_fullStr Explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations
title_full_unstemmed Explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations
title_short Explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations
title_sort explicit iterative algorithms for solving coupled discrete-time lyapunov matrix equations
url http://hdl.handle.net/20.500.11937/52116