Two modified least-squares iterative algorithms for the Lyapunov matrix equations

Autor: Min Sun, Yiju Wang, Jing Liu
Jazyk: angličtina
Rok vydání: 2019
Předmět:
Zdroj: Advances in Difference Equations, Vol 2019, Iss 1, Pp 1-10 (2019)
Druh dokumentu: article
ISSN: 1687-1847
DOI: 10.1186/s13662-019-2253-7
Popis: Abstract In this paper two modified least-squares iterative algorithms are presented for solving the Lyapunov matrix equations. The first algorithm is based on the hierarchical identification principle, which can be viewed as a surrogate of the least-squares iterative algorithm proposed by Ding et al., whose convergence has not been proved until now. The second one is motivated by a new form of fixed point iterative scheme. With the tool of a new matrix norm, the proof of both algorithms’ global convergence is offered. Furthermore, the feasible sets of their convergence factors are analyzed. Finally, a numerical example is presented to illustrate the rationality of theoretical results.
Databáze: Directory of Open Access Journals
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