This chapter is about numerical methods for a particular type of equation expressed as a matrix equality. The Lyapunov equation is the most common problem in the class of problems called matrix equations. Other examples of matrix equations: Sylvester equation, Stein equation, Riccati equation. Definition 5.0.1 Consider two square matrices A, W ∈ Rn×n. The problem to find a square matrix X ∈ Rn×...

We present a new algorithm for solving the Sylvester-Observer Equation: AX ? XH = (0;C). The algorithm embodies two main computational phases: the solution of a series of independent equation systems, and a series of matrix-matrix multiplications. The algorithm is, thus, well suited for parallel and high performance computing. By reducingthe coeecient matrix A to lower Hessenberg form, one can ...

We consider an analytic perturbation of the Sylvester matrix equation. Mainly we are interested in the singular case, that is, when the null space of the unperturbed Sylvester operator is not trivial, but the perturbed equation has a unique solution. In this case, the solution of the perturbed equation can be given in terms of a Laurent series. Here we provide a necessary and su cient condition...

This paper carries out the integration of Burgers equation by the aid of tanh method. This leads to the complex solutions for the Burgers equation, KdV–Burgers equation, coupled Burgers equation and the generalized time-delayed Burgers equation. Finally, the perturbed Burgers equation in (1+1) dimensions is integrated by the ansatz method. 2010 Elsevier Inc. All rights reserved.

In this paper, based on the inner-outer (IO) iteration framework [17], by introducing some tunable parameters, an SOR-type IO (SIO) method is proposed for solving Sylvester matrix equation and coupled Lyapunov equations (CLMEs) in discrete-time jump linear systems with Markovian transitions. Fisrtly, SIO algorithm discrete developed, its convergence property analyzed choices of parameters are a...

We consider the linear matrix inequality (LMI) problem of H∞ output feedback control for a generalized plant whose input, measured output, disturbance and controlled are scalar. provide an explicit form optimal value. This is unification some results in literature performance limitation analysis. To obtain value, we focus on non-uniqueness perpendicular matrices, which appear LMI problem. use n...

An alternative simple proof for a well-known result encountered in blind identification and equalization of communication channels is derived. It is shown that the coprimeness condition of a number of FIR channels is equivalent to the full column rank condition of a certain block Sylvester matrix, whose entries are the channel coefficients. As a corollary, it is also shown that in general, the ...