Convergence analysis of generalized conjugate direction method to solve general coupled Sylvester discrete-time periodic matrix equations

2016 ◽  
Vol 31 (7) ◽  
pp. 985-1002 ◽  
Author(s):  
Masoud Hajarian
Keyword(s):  
Convergence Analysis ◽  
Discrete Time ◽  
Matrix Equations ◽  
Conjugate Direction ◽  
Periodic Matrix ◽  
Conjugate Direction Method ◽  
Time Periodic

scholarly journals Extending the CGLS method for finding the least squares solutions of general discrete-time periodic matrix equations

Filomat ◽  
2016 ◽  
Vol 30 (9) ◽  
pp. 2503-2520 ◽  
Author(s):  
Masoud Hajarian
Keyword(s):  
Finite Number ◽  
Least Squares ◽  
Control Systems ◽  
Discrete Time ◽  
Conjugate Gradient ◽  
Matrix Form ◽  
Matrix Equations ◽  
Numerical Examples ◽  
Periodic Matrix ◽  
Time Periodic

The periodic matrix equations are strongly related to analysis of periodic control systems for various engineering and mechanical problems. In this work, a matrix form of the conjugate gradient for least squares (MCGLS) method is constructed for obtaining the least squares solutions of the general discrete-time periodic matrix equations ?t,j=1 (Ai,jXi,jBi,j + Ci,jXi+1,jDi,j)=Mi, i=1,2,.... It is shown that the MCGLS method converges smoothly in a finite number of steps in the absence of round-off errors. Finally two numerical examples show that the MCGLS method is efficient.

scholarly journals GRADIENT BASED ITERATIVE ALGORITHM TO SOLVE GENERAL COUPLED DISCRETE-TIME PERIODIC MATRIX EQUATIONS OVER GENERALIZED REFLEXIVE MATRICES

2016 ◽  
Vol 21 (4) ◽  
pp. 533-549 ◽  
Author(s):  
Masoud Hajarian
Keyword(s):  
Iterative Algorithm ◽  
Discrete Time ◽  
State Feedback ◽  
Descriptor Systems ◽  
Matrix Equations ◽  
Numerical Examples ◽  
Periodic Matrix ◽  
Periodic State ◽  
Gradient Based ◽  
Time Periodic

The discrete-time periodic matrix equations are encountered in periodic state feedback problems and model reduction of periodic descriptor systems. The aim of this paper is to compute the generalized reflexive solutions of the general coupled discrete-time periodic matrix equations. We introduce a gradient-based iterative (GI) algorithm for finding the generalized reflexive solutions of the general coupled discretetime periodic matrix equations. It is shown that the introduced GI algorithm always converges to the generalized reflexive solutions for any initial generalized reflexive matrices. Finally, two numerical examples are investigated to confirm the efficiency of GI algorithm.

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