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Received:June 06, 2005Revised:April 12, 2006 |
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An explicit solution to the matrix equation AV+BW=EVJ |
Aiguo WU, Guangren DUAN, Bin ZHOU |
(Center for Control Theory and Guidance Technology,
Harbin Institute of Technology, Harbin Heilongjiang 150001,
China) |
Abstract: |
In this note, the matrix equation AV+BW=EVJ is considered, where
E,Aand B are given matrices of appropriate dimensions, J
is an arbitrarily given Jordan matrix, V and W are the matrices
to be determined. Firstly, a right factorization of (sE-A)-1B
is given based on the Leverriver algorithm for descriptor systems.
Then based on this factorization and a proposed parametric solution,
an alternative parametric solution to this matrix equation is
established in terms of the R-controllability matrix of (E,A,B),
the generalized symmetric operator and the observability matrix
associated with the Jordan matrix J and a free parameter matrix.
The proposed results provide great convenience for many analysis and
design problems. Moreover, some equivalent forms are proposed. A
numerical example is employed to illustrate the effect of the
proposed approach. |
Key words: Generalized Sylvester matrix equations Parametric solution R-controllability Leverriver algorithm |