|
|
1 | (34) |
|
|
2 | (3) |
|
1.2 Univariate Linear Matrix Equations |
|
|
5 | (11) |
|
1.2.1 Lyapunov Matrix Equations |
|
|
5 | (4) |
|
1.2.2 Kalman-Yakubovich and Normal Sylvester Matrix Equations |
|
|
9 | (4) |
|
1.2.3 Other Matrix Equations |
|
|
13 | (3) |
|
1.3 Multivariate Linear Matrix Equations |
|
|
16 | (11) |
|
1.3.1 Roth Matrix Equations |
|
|
16 | (2) |
|
1.3.2 First-Order Generalized Sylvester Matrix Equations |
|
|
18 | (6) |
|
1.3.3 Second-Order Generalized Sylvester Matrix Equations |
|
|
24 | (1) |
|
1.3.4 High-Order Generalized Sylvester Matrix Equations |
|
|
25 | (1) |
|
1.3.5 Linear Matrix Equations with More Than Two Unknowns |
|
|
26 | (1) |
|
1.4 Coupled Linear Matrix Equations |
|
|
27 | (3) |
|
1.5 Complex Conjugate Matrix Equations |
|
|
30 | (3) |
|
1.6 Overview of This Monograph |
|
|
33 | (2) |
|
2 Mathematical Preliminaries |
|
|
35 | (62) |
|
|
35 | (7) |
|
|
42 | (4) |
|
2.3 Generalized Leverrier Algorithms |
|
|
46 | (3) |
|
2.4 Singular Value Decompositions |
|
|
49 | (3) |
|
2.5 Vector Norms and Operator Norms |
|
|
52 | (11) |
|
|
52 | (4) |
|
|
56 | (7) |
|
2.6 A Real Representation of a Complex Matrix |
|
|
63 | (10) |
|
|
64 | (4) |
|
2.6.2 Proof of Theorem 2.7 |
|
|
68 | (5) |
|
|
73 | (2) |
|
2.8 Real Linear Spaces and Real Linear Mappings |
|
|
75 | (8) |
|
|
76 | (5) |
|
2.8.2 Real Linear Mappings |
|
|
81 | (2) |
|
2.9 Real Inner Product Spaces |
|
|
83 | (4) |
|
2.10 Optimization in Complex Domain |
|
|
87 | (3) |
|
2.11 Notes and References |
|
|
90 | (7) |
|
Part I Iterative Solutions |
|
|
|
3 Smith-Type Iterative Approaches |
|
|
97 | (22) |
|
3.1 Infinite Series Form of the Unique Solution |
|
|
98 | (5) |
|
|
103 | (2) |
|
|
105 | (3) |
|
3.4 Smith Accelerative Iterations |
|
|
108 | (7) |
|
3.5 An Illustrative Example |
|
|
115 | (1) |
|
|
116 | (3) |
|
4 Hierarchical-Update-Based Iterative Approaches |
|
|
119 | (44) |
|
4.1 Extended Con-Sylvester Matrix Equations |
|
|
121 | (14) |
|
4.1.1 The Matrix Equation AXB + CXD = F |
|
|
121 | (5) |
|
|
126 | (7) |
|
|
133 | (2) |
|
4.2 Coupled Con-Sylvester Matrix Equations |
|
|
135 | (14) |
|
4.2.1 Iterative Algorithms |
|
|
137 | (2) |
|
4.2.2 Convergence Analysis |
|
|
139 | (7) |
|
4.2.3 A More General Case |
|
|
146 | (1) |
|
4.2.4 A Numerical Example |
|
|
147 | (2) |
|
4.3 Complex Conjugate Matrix Equations with Transpose of Unknowns |
|
|
149 | (9) |
|
4.3.1 Convergence Analysis |
|
|
151 | (6) |
|
4.3.2 A Numerical Example |
|
|
157 | (1) |
|
|
158 | (5) |
|
5 Finite Iterative Approaches |
|
|
163 | (62) |
|
5.1 Generalized Con-Sylvester Matrix Equations |
|
|
163 | (16) |
|
|
164 | (8) |
|
|
172 | (3) |
|
|
175 | (4) |
|
5.2 Extended Con-Sylvester Matrix Equations |
|
|
179 | (19) |
|
5.2.1 The Matrix Equation AXB + CXD = F |
|
|
179 | (13) |
|
|
192 | (3) |
|
|
195 | (3) |
|
5.3 Coupled Con-Sylvester Matrix Equations |
|
|
198 | (23) |
|
5.3.1 Iterative Algorithms |
|
|
198 | (1) |
|
5.3.2 Convergence Analysis |
|
|
199 | (7) |
|
5.3.3 A More General Case |
|
|
206 | (1) |
|
|
207 | (2) |
|
5.3.5 Proofs of Lemmas 5.15 and 5.16 |
|
|
209 | (12) |
|
|
221 | (4) |
|
Part II Explicit Solutions |
|
|
|
6 Real-Representation-Based Approaches |
|
|
225 | (50) |
|
6.1 Normal Con-Sylvester Matrix Equations |
|
|
226 | (15) |
|
6.1.1 Solvability Conditions |
|
|
226 | (4) |
|
6.1.2 Uniqueness Conditions |
|
|
230 | (3) |
|
|
233 | (8) |
|
6.2 Con-Kalman-Yakubovich Matrix Equations |
|
|
241 | (9) |
|
6.2.1 Solvability Conditions |
|
|
241 | (2) |
|
|
243 | (7) |
|
6.3 Con-Sylvester Matrix Equations |
|
|
250 | (9) |
|
6.4 Con-Yakubovich Matrix Equations |
|
|
259 | (8) |
|
6.5 Extended Con-Sylvester Matrix Equations |
|
|
267 | (3) |
|
6.6 Generalized Con-Sylvester Matrix Equations |
|
|
270 | (3) |
|
|
273 | (2) |
|
7 Polynomial-Matrix-Based Approaches |
|
|
275 | (60) |
|
7.1 Homogeneous Con-Sylvester Matrix Equations |
|
|
276 | (8) |
|
7.2 Nonhomogeneous Con-Sylvester Matrix Equations |
|
|
284 | (10) |
|
|
285 | (8) |
|
7.2.2 The Second Approach |
|
|
293 | (1) |
|
7.3 Con-Yakubovich Matrix Equations |
|
|
294 | (13) |
|
|
295 | (10) |
|
7.3.2 The Second Approach |
|
|
305 | (2) |
|
7.4 Extended Con-Sylvester Matrix Equations |
|
|
307 | (14) |
|
|
308 | (3) |
|
|
311 | (5) |
|
|
316 | (2) |
|
7.4.4 Illustrative Examples |
|
|
318 | (3) |
|
7.5 Generalized Con-Sylvester Matrix Equations |
|
|
321 | (13) |
|
|
322 | (2) |
|
|
324 | (5) |
|
|
329 | (3) |
|
7.5.4 An Illustrative Example |
|
|
332 | (2) |
|
|
334 | (1) |
|
8 Unilateral-Equation-Based Approaches |
|
|
335 | (20) |
|
8.1 Con-Sylvester Matrix Equations |
|
|
336 | (7) |
|
8.2 Con-Yakubovich Matrix Equations |
|
|
343 | (6) |
|
8.3 Nonhomogeneous Con-Sylvester Matrix Equations |
|
|
349 | (5) |
|
|
354 | (1) |
|
|
355 | (34) |
|
9.1 Complex Polynomial Ring (C[ s], +) |
|
|
355 | (4) |
|
9.2 Division with Remainder in (C[ s], +) |
|
|
359 | (3) |
|
9.3 Greatest Common Divisors in (C[ s], +) |
|
|
362 | (3) |
|
9.4 Coprimeness in (C[ s], +) |
|
|
365 | (1) |
|
9.5 Conjugate Products of Polynomial Matrices |
|
|
366 | (5) |
|
9.6 Unimodular Matrices and Smith Normal Form |
|
|
371 | (6) |
|
9.7 Greatest Common Divisors |
|
|
377 | (2) |
|
9.8 Coprimeness of Polynomial Matrices |
|
|
379 | (3) |
|
9.9 Conequivalence and Consimilarity |
|
|
382 | (3) |
|
|
385 | (1) |
|
9.11 Notes and References |
|
|
385 | (4) |
|
10 Con-Sylvester-Sum-Based Approaches |
|
|
389 | (16) |
|
|
389 | (5) |
|
10.2 Con-Sylvester-Polynomial Matrix Equations |
|
|
394 | (6) |
|
|
394 | (3) |
|
10.2.2 Nonhomogeneous Case |
|
|
397 | (3) |
|
10.3 An Illustrative Example |
|
|
400 | (2) |
|
10.4 Notes and References |
|
|
402 | (3) |
|
Part III Applications in Systems and Control |
|
|
|
11 Stability for Antilinear Systems |
|
|
405 | (34) |
|
11.1 Stability for Discrete-Time Antilinear Systems |
|
|
407 | (3) |
|
11.2 Stochastic Stability for Markovian Antilinear Systems |
|
|
410 | (13) |
|
11.3 Solutions to Coupled Anti-Lyapunov Equations |
|
|
423 | (12) |
|
11.3.1 Explicit Iterative Algorithms |
|
|
424 | (4) |
|
11.3.2 Implicit Iterative Algorithms |
|
|
428 | (4) |
|
11.3.3 An Illustrative Example |
|
|
432 | (3) |
|
11.4 Notes and References |
|
|
435 | (4) |
|
|
435 | (1) |
|
|
436 | (3) |
|
12 Feedback Design for Antilinear Systems |
|
|
439 | (32) |
|
12.1 Generalized Eigenstructure Assignment |
|
|
439 | (3) |
|
12.2 Model Reference Tracking Control |
|
|
442 | (8) |
|
12.2.1 Tracking Conditions |
|
|
443 | (2) |
|
12.2.2 Solution to the Feedback Stabilizing Gain |
|
|
445 | (1) |
|
12.2.3 Solution to the Feedforward Compensation Gain |
|
|
446 | (1) |
|
|
447 | (3) |
|
12.3 Finite Horizon Quadratic Regulation |
|
|
450 | (11) |
|
12.4 Infinite Horizon Quadratic Regulation |
|
|
461 | (6) |
|
12.5 Notes and References |
|
|
467 | (4) |
|
|
467 | (1) |
|
|
468 | (3) |
References |
|
471 | (14) |
Index |
|
485 | |