scholarly journals Solving the general Sylvester discrete-time periodic matrix equations via the gradient based iterative method

2016 ◽  
Vol 52 ◽  
pp. 87-95 ◽  
Author(s):  
Masoud Hajarian
Keyword(s):  
Iterative Method ◽  
Discrete Time ◽  
Matrix Equations ◽  
Periodic Matrix ◽  
Gradient Based ◽  
Time Periodic

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.

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.

Finding solutions for periodic discrete-time generalized coupled Sylvester matrix equations via the generalized BCR method

2016 ◽  
Vol 40 (2) ◽  
pp. 647-656 ◽  
Author(s):  
Masoud Hajarian
Keyword(s):  
Iterative Method ◽  
Finite Number ◽  
Discrete Time ◽  
Matrix Equations ◽  
Sylvester Matrix ◽  
Bcr Method ◽  
Residual Algorithm ◽  
Sylvester Matrix Equations ◽  
Number Of Iterations ◽  
Finite Number Of Iterations

The periodic discrete-time matrix equations have wide applications in stability theory, control theory and perturbation analysis. In this work, the biconjugate residual algorithm is generalized to construct a matrix iterative method to solve the periodic discrete-time generalized coupled Sylvester matrix equations [Formula: see text] The constructed method is shown to be convergent in a finite number of iterations in the absence of round-off errors. By comparing with other similar methods in practical computation, we give numerical results to demonstrate the accuracy and the numerical superiority of the constructed method.

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