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...
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| Format: | Journal Article |
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The Institution of Engineering and Technology
2016
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| Online Access: | http://hdl.handle.net/20.500.11937/52116 |
| _version_ | 1848758850531885056 |
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| 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 |