Iterative least-squares solutions of coupled sylvester matrix equations

DOI10.1016/J.SYSCONLE.2004.06.008zbMath1129.65306OpenAlexW2049871086MaRDI QIDQ2504507

Feng Ding, Tongwen Chen

Publication date: 25 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2004.06.008

zbMATH Keywords

identificationestimationHadamard productLyapunov matrix equationJacobi iterationleast squaresstar producthierarchical identification principleGauss--Seidel iterationsylvester matrix equation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Iterative numerical methods for linear systems (65F10)

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