A numerical procedure is presented for the efficient solution of sets of linearly coupled matrix Lyapunov equations. Such equations arise in numerical continuation methods for the design of robust and/or low-order control systems.

This paper is concerned with iterative methods for solving a class of coupled matrix equations including the well-known coupled Markovian jump Lyapunov matrix equations as special cases. The proposed method is developed from an optimization point of view and contains the well-known Jacobi iteration, Gauss–Seidel iteration and some recently reported iterative algorithms by using the hierarchical...

We consider the problem of strong stabilization of descriptor systems via output feedback. The proposed results are based on the concept of (C, A, E, B)-invariance and its algebraic characterization by coupled Sylvester equations and coupled Lyapunov-like equations. Based either on eigenstructure assignment techniques or on the solution of linear matrix inequalities and equalities, we propose a...

the paper is devoted to the study of brenstien polynomials and development of some new operational matrices of fractional order integrations and derivatives. the operational matrices are used to convert fractional order differential equations to systems of algebraic equations. a simple scheme yielding accurate approximate solutions of the couple systems for fractional differential equations is ...

The flux-corrected transport (FCT) methodology is generalized to implicit finite element schemes and applied to the Euler equations of gas dynamics. The underlying low-order scheme is constructed by applying scalar artificial viscosity proportional to the spectral radius of the cumulative Roe matrix. All conservative matrix manipulations are performed edge-by-edge which leads to an efficient al...

We prove Roth-type theorems for systems of matrix equations including an arbitrary mix of Sylvester and ⋆-Sylvester equations, in which the transpose or conjugate transpose of the unknown matrices also appear. In full generality, we derive consistency conditions by proving that such a system has a solution if and only if the associated set of 2× 2 block matrix representations of the equations a...

We present an algorithm for the solution of a nontrivial coupled system of algebraic Riccati equations appearing in risk sensitive control problems. Moreover we use comparison methods to derive non blow up conditions for the solutions of a corresponding terminal value problem for coupled systems of Riccati di erential equations.

In this paper, we present a general family of iterative methods to solve linear equations, which includes the well-known Jacobi and Gauss–Seidel iterations as its special cases. The methods are extended to solve coupled Sylvester matrix equations. In our approach, we regard the unknown matrices to be solved as the system parameters to be identified, and propose a least-squares iterative algorit...

Developing theory, algorithms, and software tools for analyzing matrix pencils whose matrices have various structures are contemporary research problems. Such matrices are often coming from discretizations of systems of differential-algebraic equations. Therefore preserving the structures in the simulations as well as during the analyses of the mathematical models typically means respecting the...

In this paper, we focus on the following coupled linear matrix equations Mi(X,Y ) = Mi1(X) +Mi2(Y ) = Li, with