An iterative algorithm for discrete periodic Lyapunov matrix equations

DOI10.1016/J.AUTOMATICA.2017.06.012MaRDI QIDQ680563zbMATH OpenOpenAlexFDO

Authors Wen-Xue Zhang, Ying Zhang, Ai-Guo Wu

Publication date 23 January 2018

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2017.06.012

zbMATH Keywords

convergence rateiterative algorithmstuning parametersdiscrete-time linear periodic systemsperiodic Lyapunov matrix equations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

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Cites work

• scientific article; zbMATH DE number 671814 (Why is no real title available?)
• scientific article; zbMATH DE number 2161246 (Why is no real title available?)
• Anticausal stabilizing solution to discrete reverse-time Riccati equation
• Axiomatisations of the average and a further generalisation of monotonic sequences
• Gradient based iterative algorithm for solving coupled matrix equations
• Gradient based iterative algorithms for solving a class of matrix equations
• Iterative algorithms for solving the matrix equation \(AXB + CX^{T}D = E\)
• Iterative least-squares solutions of coupled sylvester matrix equations
• New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations
• Optimal sampled-data control systems
• Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems
• Parallel computation of the solutions of coupled algebraic Lyapunov equations
• Periodic Lyapunov equations: Some applications and new algorithms
• Reduced-rank gradient-based algorithms for generalized coupled Sylvester matrix equations and its applications
• The simple pendulum and the periodic LQG control problem

Cited in

(14)

• Gradient-based neural networks for solving periodic Sylvester matrix equations
• An algorithm for constructing periodic solutions of Lyapunov systems
• Convergence characterisation of an iterative algorithm for periodic Lyapunov matrix equations
• Periodic conjugate direction algorithm for symmetric periodic solutions of general coupled periodic matrix equations
• Multi-parametric iterative algorithms for discrete periodic Lyapunov matrix equations
• A numerical solution of a class of periodic coupled matrix equations
• Explicit solutions of conjugate, periodic, time-varying Sylvester equations
• Iterative algorithms for discrete periodic Riccati matrix equations
• Parametric Smith iterative algorithms for discrete Lyapunov matrix equations
• A new approximation algorithm for solving generalized Lyapunov matrix equations
• An iterative algorithm for generalized Hamiltonian solution of a class of generalized coupled Sylvester-conjugate matrix equations
• Modified Kalman filtering based multi-step-length gradient iterative algorithm for ARX models with random missing outputs
• Matrix iteration algorithms for solving the generalized Lyapunov matrix equation
• An SOR implicit iterative algorithm for coupled Lyapunov equations

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