• DocumentCode
    3221833
  • Title

    Performance analysis of iterative algorithms for sylvester equations

  • Author

    Schmid, Robert ; Tan, Ying

  • Author_Institution
    Dept. of Electr. & Electron. Eng., Univ. of Melbourne, Parkville, VIC, Australia
  • fYear
    2010
  • fDate
    9-11 June 2010
  • Firstpage
    1848
  • Lastpage
    1852
  • Abstract
    We consider the convergence performance of the iterative algorithms proposed by Ding and Chen for the solution of coupled matrix equations. A stiffness property is given to describe equations where these algorithms converge only very slowly, and a stochastic analysis shows that very slow convergence is a generic feature of these algorithms. Lastly we consider the recently introduced modifications to these algorithms proposed by Zhou et al and discuss their potential to improve the convergence speed for such stiff equations.
  • Keywords
    iterative methods; linear matrix inequalities; matrix algebra; stochastic processes; Sylvester equations; convergence speed; coupled matrix equations; iterative algorithms; stochastic analysis; Algorithm design and analysis; Automatic control; Automation; Convergence; Equations; Iterative algorithms; Iterative methods; Performance analysis; Stochastic systems; Sufficient conditions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control and Automation (ICCA), 2010 8th IEEE International Conference on
  • Conference_Location
    Xiamen
  • ISSN
    1948-3449
  • Print_ISBN
    978-1-4244-5195-1
  • Electronic_ISBN
    1948-3449
  • Type

    conf

  • DOI
    10.1109/ICCA.2010.5524423
  • Filename
    5524423