Improved gradient iterative algorithms for solving Lyapunov matrix equations

DOI10.1007/S11741-008-0504-1MaRDI QIDQ5320240zbMATH OpenOpenAlexFDO

Authors Chuanqing Gu, Weiwei Fan

Publication date 22 July 2009

Published in Journal of Shanghai University (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11741-008-0504-1

zbMATH Keywords

convergence factorgradient iterative algorithmimproved gradient iteration algorithmLyapunov matrix equationsnumerical examples

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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Cites work

• Bounds for the eigenvalues of the solution of the discrete Riccati and Lyapunov equations and the continuous Lyapunov equation
• Gradient based iterative algorithms for solving a class of matrix equations
• Hierarchical least squares identification methods for multivariable systems
• scientific article; zbMATH DE number 1049347 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Identification of Hammerstein nonlinear ARMAX systems
• Iterative least-squares solutions of coupled sylvester matrix equations
• New estimates for solutions of Lyapunov equations
• New iterative algorithm for algebraic Riccati equation related to H/sub ∞/ control problem of singularly perturbed systems
• On Iterative Solutions of General Coupled Matrix Equations

Cited in

(13)

• A new approximation algorithm for solving generalized Lyapunov matrix equations
• Matrix iteration algorithms for solving the generalized Lyapunov matrix equation
• Improved neural solution for the Lyapunov matrix equation based on gradient search
• A compact algorithm for solving generalized Lyapunov matrix equations
• A natural gradient algorithm for the solution of Lyapunov equations based on the geodesic distance
• scientific article; zbMATH DE number 6613853 (Why is no real title available?)
• scientific article; zbMATH DE number 5939029 (Why is no real title available?)
• A modified gradient based algorithm for solving Sylvester equations
• An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations
• An improved gradient iteration algorithm for solving Sylvester matrix equations
• scientific article; zbMATH DE number 5226451 (Why is no real title available?)
• How to solve Lyapunov iterative equations
• A numerical algorithm for Lyapunov equations

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