Robust algorithm to a class of perturbed second-order Sylvester matrix equations and its simulation
Hongmei Duan · 2008
The problem of solving a class of perturbed second-order Sylvester matrix equations is investigated. Based on the parametric solutions to the second-order Sylvester matrix equation, the problem of solving the perturbed second-order Sylvester matrix equation is changed into a problem of minimizing the error performance. Thus a robust algorithm to solve the perturbed second-order Sylvester matrix equation is presented. A numerical example shows the effectiveness and robustness of the proposed algorithm.