Iterative algorithm to the generalized coupled Sylvester‐transpose matrix equations with application in robust and minimum norm observer design of linear systems

Abstract

This article consider a class of generalized coupled Sylvester‐transpose matrix equations which play an important role in control and systems theory. Based on the Jacobi iterative algorithm, the full‐row rank accelerated Jacobi gradient based iterative (RRAJGI) algorithm and the full‐column rank accelerated Jacobi gradient based iterative (CRAJGI) algorithm are proposed. By using the Frobenius norm of matrix and the trace function of matrix, the convergence of the algorithms are proved. The results show that the new algorithms are convergent for arbitrary initial matrices under the convergence number satisfies appropriate conditions. Numerical examples show that RRAJGI algorithm and CRAJGI algorithm have the advantages of faster convergence speed and higher convergence accuracy than other existing algorithms. Finally, an application example for robust and minimum norm observer design of linear systems is given.