4.6 Article

Reflexive periodic solutions of general periodic matrix equations

Journal

MATHEMATICAL METHODS IN THE APPLIED SCIENCES
Volume 42, Issue 10, Pages 3527-3548

Publisher

WILEY
DOI: 10.1002/mma.5596

Keywords

conjugate gradient normal equation error (CGNE) method; conjugate gradient normal equation residual (CGNR) method; least-squares QR-factorization (LSQR) method; periodic matrix equations; reflexive periodic solution

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Analysis and design of linear periodic control systems are closely related to the periodic matrix equations. The objective of this paper is to provide four new iterative methods based on the conjugate gradient normal equation error (CGNE), conjugate gradient normal equation residual (CGNR), and least-squares QR factorization (LSQR) algorithms to find the reflexive periodic solutions (X1, Y1, X2, Y2,., X.., Y..) of the general periodic matrix equations S.. -1 s= 0 (Ai, sXi+ sBi, s) + S.. -1 t= 0 (Ci, tYi+ tDi, t) = Ni, for i = 1, 2,.,... The iterative methods are guaranteed to converge in a finite number of steps in the absence of round-off errors. Finally, some numerical results are performed to illustrate the efficiency and feasibility of new methods.

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