The investigation on two kinds of nonlinear matrix equations (Q2272695)
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English | The investigation on two kinds of nonlinear matrix equations |
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The investigation on two kinds of nonlinear matrix equations (English)
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20 September 2019
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The authors consider the nonlinear matrix equations \(X+\sum _{i=1}^mB_i^*X^{t_i}B_i=I\) (\(0<t_i<1\)) and \(X^s-\sum _{i=1}^mA_i^*X^{p_i}A_i=I\) (\(p_i>1\), \(s\geq 1\)), where \(A^*\) is the conjugate transpose of \(A\). Such equations arise in ladder networks, dynamic programming, control theory, stochastic filtering and statistics. Using the integral representation of matrix functions, some properties of the Kronecker product and the monotonic \(p\)-concave operator fixed-point theorem, they derive necessary and sufficient conditions for existence and uniqueness of the Hermitian positive definite solution for the above matrix equations. Properties of the Hermitian positive definite solutions, bounds of the determinant sum for \(A_i^*A_i\) and the spectral radius of \(A_i\) are also obtained.
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nonlinear matrix equation
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Hermitian positive definite solution
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integral representation
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Kronecker product
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spectral radius
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