Convergence analysis of generalized conjugate direction method to solve general coupled Sylvester discrete‐time periodic matrix equations
Masoud Hajarian · International Journal of Adaptive Control and Signal Processing · 2016
Summary The discrete‐time periodic matrix equations have been extensively applied as a main tool of analysis and design for periodic systems. This study is intended to provide a generalization of conjugate direction method for solving the general coupled Sylvester discrete‐time periodic matrix equations urn:x-wiley:acs:media:acs2742:acs2742-math-0001 The convergence theorem guarantees that the generalized conjugate direction method can compute the solutions of the general coupled Sylvester discrete‐time periodic matrix equations after a finite number of iterations in the absence of round‐off errors. Finally, numerical results are given to exhibit the accuracy and efficiency of the generalized conjugate direction method. Copyright © 2016 John Wiley & Sons, Ltd.