Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation (Q620986)

The solution of matrix equations of the type \(X - A {\overline X}B = C\) is considered, where the elements of \({\overline X}\) are the complex conjugate of the corresponding elements of \(X\). The exact solution of this equation is described by an infinite series. Two new operations with complex matrices are introduced and some properties of these operations are proved. With the help of these operations the summands in the infinite series expression of the solution are expressed. Smith type iterative methods for solving the considered matrix equation are proposed and their convergence is proved. For improving the speed of convergence of the proposed algorithms some acceleration techniques are proposed. The presented algorithms are compared by means of a numerical example.