Convergence of an iterative method for solving Sylvester matrix equations over reflexive matrices
Mehdi Dehghan, Masoud Hajarian · Journal of Vibration and Control · 2010
This note proposes an iterative method to solve the Sylvester matrix equation AY + YB = C over a reflexive matrix Y which has wide applications in many systems and control applications. Analysis of convergence shows that the proposed iterative method converges to the reflexive solution for any initial reflexive matrix. Finally, a numerical example confirms the theoretical results and shows that the method works reliably.