New lower solution bounds for the continuous algebraic Riccati equation.
New SOR-like methods for solving the Sylvester equation
We present new iterative methods for solving the Sylvester equation belonging to the class of SOR-like methods, based on the SOR (Successive Over-Relaxation) method for solving linear systems. We discuss convergence characteristics of the methods. Numerical experimentation results are included, illustrating the theoretical results and some other noteworthy properties of the Methods.
New trace bounds for the product of two matrices and their applications in the algebraic Riccati equation.
Nonrecursive solution for the discrete algebraic Riccati equation and X + A*X -1 A=L
In this paper, we present two new algebraic algorithms for the solution of the discrete algebraic Riccati equation. The first algorithm requires the nonsingularity of the transition matrix and is based on the solution of a standard eigenvalue problem for a new symplectic matrix; the proposed algorithm computes the extreme solutions of the discrete algebraic Riccati equation. The second algorithm solves the Riccati equation without the assumption of the nonsingularity of the transition matrix; the...
Non-trivial solutions to certain matrix equations.
Norm estimates for functions of two non-commuting matrices.
Norm estimates for solutions of matrix equations AX-XB=C and X-AXB=C
Let A, B and C be matrices. We consider the matrix equations Y-AYB=C and AX-XB=C. Sharp norm estimates for solutions of these equations are derived. By these estimates a bound for the distance between invariant subspaces of matrices is obtained.
Norms of matrix powers
Note on the numerical solutions of the general matrix convolution equations by using the iterative methods and box convolution product.
Observer-based deadbeat controllers: A polynomial design
On a new class of structured matrices related to the discrete skew-self-adjoint Dirac systems.
On best affine unbiased covariance-preserving prediction of factor scores.
This paper gives a generalization of results presented by ten Berge, Krijnen,Wansbeek & Shapiro. They examined procedures and results as proposed by Anderson & Rubin, McDonald, Green and Krijnen, Wansbeek & ten Berge.We shall consider the same matter, under weaker rank assumptions. We allow some moments, namely the variance Ω of the observable scores vector and that of the unique factors, Ψ, to be singular. We require T' Ψ T > 0, where T Λ T' is a Schur decomposition of Ω. As...
On (con)similarities and congruences between and , or .
On diagonalization by dynamic output feedback
On eliminating transformations for nuisance parameters in multivariate linear model
The multivariate linear model, in which the matrix of the first order parameters is divided into two matrices: to the matrix of the useful parameters and to the matrix of the nuisance parameters, is considered. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters and on the variance components.
On matrices of cofactors - II
On matrix groups defined by certain polynomial identities
On polynomials in two projections.
On products of singular elements
On properties of quadratic matrices.