A numerical solution of a class of periodic coupled matrix equations *

This paper studies the numerical solutions of a class of periodic coupled matrix equations. Based on the least square method, a finite iterative algorithm for a class of periodic coupled matrix equations is proposed, and the convergence of the algorithm is proved by theoretical derivation. For any initial value, the algorithm can converge to the solution in finite iterations. Since the equations considered in paper contain many variants, the proposed algorithm has a wide range of applications. Finally some numerical examples in practical systems are given to prove the effectiveness and efficiency of the algorithm. (c) 2020 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

Automated summary

This paper presents a finite iterative algorithm for solving periodic coupled matrix equations, and proves the convergence of the algorithm through theoretical derivation. The algorithm is applicable to any initial value and has a wide range of applications.