矩阵方程AXB+CYD=E最佳逼近自反解的迭代算法

利用复合最速下降法的迭代算法能够求出矩阵方程[AXB+CYD=E]的最佳逼近自反解,但其收敛速度很慢。针对这一问题,提出一种利用共轭方向法的迭代算法。对于任给初始自反矩阵[X1]和[Y1],无论矩阵方程[AXB+CYD=E]是否相容,该算法都可以经过有限次迭代计算出其最佳逼近自反解。两个数值例子表明该算法是可行的,且收敛速度更快。     

Parametric solutions to Sylvester-conjugate matrix equations

By two recently proposed operations with respect to complex matrices, a simple explicit solution to the Sylvester-conjugate matrix equation is given in a finite series form. The obtained solution can also be equivalently expressed in terms of the so-called controllability-like matrix and observability-like matrix. The proposed solution can provide all the degrees of freedom which is represented by a free parameter matrix. An illustrative example is employed to show the effectiveness of the proposed method.     

Iterative methods for stationary solutions to the steady-state compressible Navier-Stokes equations

Numerical experiments are presented for the solution of the steady-state compressible Navier-Stokes equations. One test problem is fixed supersonic flow past a double ellipse, and the various solution methods studied. The problem is discretized using Osher's scheme, first- and second-order accurate. The fastest convergence to steady state is obtained using Newton's method. Simplifications of Newton's method based on domain decomposition are shown to perform well, whereas line relaxation methods meet with difficulties.     

Iterative matrix bounds and computational solutions to the discretealgebraic Riccati equation

Bilateral matrix bounds for the solution of the discrete algebraic Riccati equation (DARE) are presented. They are new or tighter than the existing bound. Computational algorithms to solve the DARE follow     

On nonnegative definite solutions to matrix quadratic equations

The problem of finding all nonnegative definite solutions to the “Riccati” algebraic equation PA + A'P − PBB'P + C'C = 0 is solved in general. The class of such solutions is shown to constitute a distributive lattice. Finally an algorithm to compute those solutions without checking all general solutions is proposed.     

Efficient iterative solutions to general coupled matrix equations

Linear matrix equations are encountered in many systems and control applications.In this paper,we consider the general coupled matrix equations（including the generalized coupled Sylvester matrix equations as a special case）l t=1EstYtFst = Gs,s = 1,2,···,l over the generalized reflexive matrix group（Y1,Y2,···,Yl）.We derive an efcient gradient-iterative（GI） algorithm for fnding the generalized reflexive solution group of the general coupled matrix equations.Convergence analysis indicates that the algorithm always converges to the generalized reflexive solution group for any initial generalized reflexive matrix group（Y1（1）,Y2（1）,···,Yl（1））.Finally,numerical results are presented to test and illustrate the performance of the algorithm in terms of convergence,accuracy as well as the efciency.     

Iterative algorithms for discrete periodic Riccati matrix equations

In this paper, two iterative algorithms are constructed to obtain the positive definite solutions of the discrete periodic algebraic Riccati matrix equations. In these two algorithms, the estimation of the unknown matrices are updated by using the available estimation information at the current iteration step. The convergence properties of the proposed algorithms are also given. Finally, numerical examples are employed to illustrate the effectiveness of the proposed algorithms.     

Iterative solutions to non-linear fourth order differential equations through multi-integral methods

Implicit solution to a certain class of non-linear fourth order differential equation is presented. Bounds on sup norm for the derivative of a certain function f involved in the equation with different boundary values, are computed. These bounds provide the rate of convergence of the iterative sequence of approximate solutions obtained by Picard method, to the exact solution.     

摄动离散矩阵Lyapunov方程解的估计

研究摄动离散矩阵Lyapunov方程解的估计问题,利用矩阵运算性质及Lyapunov稳定性理论,给出在结构不确定性假设下方程解的存在条件及解的上下界估计,估计结果由一个线性矩阵不等式(LMI)和两个矩阵代数Riccati方程确定．针对几种不确定性假设,进一步给出矩阵代数Riccati方程的具体形式．最后通过一个算例说明了所得结果的有效性．     

Properties of the solutions of rational matrix difference equations

We prove a comparison theorem for the solutions of a rational matrix difference equation, generalizing the Riccati difference equation, and existence and convergence results for the solutions of this equation. Moreover, we present conditions ensuring that the corresponding algebraic matrix equation has a stabilizing or almost stabilizing solution.     

Iterative algorithm for minimal norm least squares solution to general linear matrix equations

This paper is concerned with minimal norm least squares solution to general linear matrix equations including the well-known Lyapunov matrix equation and Sylvester matrix equation as special cases. Two iterative algorithms are proposed to solve this problem. The first method is based on the gradient search principle for solving optimization problem and the second one can be regarded as its dual form. For both algorithms, necessary and sufficient conditions guaranteeing the convergence of the algorithms are presented. The optimal step sizes such that the convergence rates of the algorithms are maximized are established in terms of the singular values of some coefficient matrix. It is believed that the proposed methods can perform important functions in many analysis and design problems in systems theory.     

Iterative numerical solutions and boundary conditions for the parabolized Navier-Stokes equations

A new numerical iteration scheme for solving the parabolized Navier-Stokes (PNS) equations is presented. This scheme has all the features and advantages of the successive line over relaxation (SLOR) technique, and thus it can be easily accelerated to get much higher rate of convergence of the global iteration scheme than previously suggested schemes. The choice of appropriate downstream boundary conditions for the PNS and Navier-Stokes equations is discussed in the context of boundary layer simulation. A critical comparison of accuracy and rate of convergence is performed for the flow over a flat plate.     

Iterative methods for systems of equations with interval coefficients and linear form

We introduce iterative methods for systems of equations with interval coefficients and linear form by suitable matrix splittings. When compared to the iterative methods for systems amenable to iteration introduced in [1], improved convergence and inclusion properties can be proved under suitable conditions. The method can also be used in the solution of specific nonlinear systems of equations by interval arithmetic methods.     

Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations

In this article an iterative method to compute the maximal solution and the stabilising solution, respectively, of a wide class of discrete-time nonlinear equations on the linear space of symmetric matrices is proposed. The class of discrete-time nonlinear equations under consideration contains, as special cases, different types of discrete-time Riccati equations involved in various control problems for discrete-time stochastic systems. This article may be viewed as an addendum of the work of Dragan and Morozan (Dragan, V. and Morozan, T. (2009), ‘A Class of Discrete Time Generalized Riccati Equations’, Journal of Difference Equations and Applications, first published on 11 December 2009 (iFirst), doi: 10.1080/10236190802389381) where necessary and sufficient conditions for the existence of the maximal solution and stabilising solution of this kind of discrete-time nonlinear equations are given. The aim of this article is to provide a procedure for numerical computation of the maximal solution and the stabilising solution, respectively, simpler than the method based on the Newton–Kantorovich algorithm.     

Iterative solution of algebraic matrix Riccati equations in open loop Nash games

In this note we study a fixed point iteration approach to solve algebraic Riccati equations as they appear in general two player Nash differential games on an infinite time horizon, where the information structure is of open loop type. We obtain conditions for existence and uniqueness of non‐negative solutions. The performance of the numerical algorithm is shown in an example. Copyright © 2005 John Wiley & Sons, Ltd.     

Explicit solutions of the discrete-time Lyapunov matrix equation and Kalman-Yakubovich equations

A general solution for the nonsquare nonsymmetric Lyapunov matrix equation in a canonical form is presented. The solution is shown to be a Toeplitz matrix which may be calculated using the backwards Levinson algorithm This solution is then applied to the Kalman-Yakubovich equations to derive a method for generating strictly positive-real functions via the positive-real lemma. This latter result has an application in system identification.     

On closed form solutions for the differential matrix Riccati equation problem

A new formulation of the differential matrix Riccati equation is presented and a closed analytical solution is obtained under the hypothesis that certain commutativity conditions are fulfilled on a transformed space. The formulation generalizes the results of [1] on algebraic equations to differential matrix Riccati equations. To illustrate the usefulness of the method, a closed analytical solution of the differential matrix Riccati equation is obtained inR^{2 times 2}.     

矩阵方程AX-EXF=BY的通解及其应用

给出矩阵方程AX—EXY=BY的一个完全解析的、具有显式表达式和完全自由度的参数解(X,Y)．这里假设矩阵束(E,A B)为R-能控的,F为任意的方阵．相比于现有结论,求解算法不要求矩阵A和F具有特殊的形式,且对它们的特征值没有任何的限制,此外,本文给出的通解还具有结构简洁的特点,作为一个应用,给出了广义系统正常Luenberger函数观测器的一种参数化的设计方法,算例证明了方法的有效性．