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    Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation

    Access Status
    Fulltext not available
    Authors
    Wu, A.
    Feng, G.
    Duan, G.
    Liu, Wan-Quan
    Date
    2011
    Type
    Journal Article
    
    Metadata
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    Citation
    Wu, Ai-Guo and Feng, Gang and Duan, Guang-Ren and Liu, Wanquan. 2011. Iterative solutions to the Kalman-Yakubovich-conjugate matrix equation. Applied Mathematics and Computation. 217 (9): pp. 4427-4438.
    Source Title
    Applied Mathematics and Computations
    DOI
    10.1016/j.amc.2010.10.041
    ISSN
    0096-3003
    School
    Department of Computing
    URI
    http://hdl.handle.net/20.500.11937/4985
    Collection
    • Curtin Research Publications
    Abstract

    Two operations are introduced for complex matrices. In terms of these two operations an infinite series expression is obtained for the unique solution of the Kalman–Yakubovich-conjugate matrix equation. Based on the obtained explicit solution, some iterative algorithms are given for solving this class of matrix equations. Convergence properties of the proposed algorithms are also analyzed by using some properties of the proposed operations for complex matrices.

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