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    Explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations

    Access Status
    Fulltext not available
    Authors
    Sun, H.
    Liu, Wan-Quan
    Teng, Y.
    Date
    2016
    Type
    Journal Article
    
    Metadata
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    Citation
    Sun, H. and Liu, W. and Teng, Y. 2016. Explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations. IET Control Theory and Applications. 10 (18): pp. 2565-2573.
    Source Title
    IET Control Theory and Applications
    DOI
    10.1049/iet-cta.2016.0437
    ISSN
    1751-8644
    School
    Department of Computing
    URI
    http://hdl.handle.net/20.500.11937/52116
    Collection
    • Curtin Research Publications
    Abstract

    © The Institution of Engineering and Technology 2016.In this study, the authors aim to study explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations. First, an explicit iterative algorithm based on fixed point theory of dynamic equations is presented via adding a tuning parameter. Second, a necessary and sufficient condition is provided for the convergence of the proposed algorithm. Moreover, the optimal value of the tuning parameter is derived for the fastest convergence of the algorithm. Third, by using the latest updated information, a modified version of the presented explicit iterative algorithm is also established with a necessary and sufficient condition being provided to guarantee the convergence of the modified algorithm. Finally, a numerical example is given to demonstrate the effectiveness of the proposed algorithms.

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