Both Sylvester matrix and convolution are defined by two polynomials. If one of them has small degree, then the associated Sylvester linear system can be solved fast by using its PFD interpretation of the convolution equation. This can immediately simplify the refinement of approximate convolution by means of Newton’s iteration, where we also incorporate the PFD refinement techniques or alterna...

The singularity problem of the solutions of some particular Sylvester equations is studied. As a consequence of this study, a good choice of a Sylvester equation which is associated to a linear continuous time system can be made such that its solution is nonsingular. This solution is then used to solve an eigenstructure assignment problem for this system. From a practical point view, this study...

Both Sylvester matrix and convolution are defined by two polynomials. If one of them has small degree, then the associated Sylvester linear system can be solved fast by using its PFD interpretation of the convolution equation. This can immediately simplify the refinement of approximate convolution by means of Newton’s iteration, where we also incorporate the PFD refinement techniques or alterna...

Reduced-order observer design has a long history spanning decades and involving various researchers in the control systems society. The first results on this problem were presented by Luenberger [1]. Thereafter, several papers have been presented examining the problems from different perspectives. One of these approaches is the Sylvester equation approach. This technique aeals mainly with the c...

in this manuscript, we prove some coupled fixed point theoremsfor two pairs of self mappings satisfying contractive conditions of integraltype in generalized metric spaces. we furnish suitable illustrative examples.in this manuscript, we prove some coupled fixed point theoremsfor two pairs of self mappings satisfying contractive conditions of integraltype in generalized metric spaces. we furnis...

This technical report describes three approaches for solving the Differential Riccati Equation (DRE), by means of the Backward Differentiation Formula (BDF) and resolution of the corresponding implicit equation, using Newton's method. These approaches are based on: GMRES method, resolution of Sylvester equation and fixed point method. The role and use of DRE is especially important in optimal c...

This paper deals with the model reference tracking control problem of linear systems based on observer for Markov jump unknown transition rates. The main contributions are as follows: Firstly, we designed a descriptor given by matrix transformation. Then, law composed feedforward compensator and feedback was calculating variations observer. part can stabilize system. is complete parametric comp...