摘要
利用递阶辨识原理建立了一种耦合矩阵方程的梯度迭代算法,并给出了算法的收敛性证明。分析表明:在该耦合矩阵方程有唯一解的条件下,迭代解收敛到方程的唯一解,并通过一个数值例子验证了算法的有效性。
By the hierarchical identification principle,a gradient-based iterative method for solving a class of coupled matrix equations was established,and the convergence proof of the suggested algorithm was given in this paper. It was proved that if the coupled matrix equations have a unique solution then the iterative solutions converge fast to the exact one for any initial value. A numerical example was given to illustrate the effectiveness of the proposed algorithm.
出处
《蚌埠学院学报》
2016年第6期36-40,共5页
Journal of Bengbu University
基金
安徽财经大学科研项目(ACKY1654)
安徽省教育厅重点项目(KJ2016A458)
关键词
递阶辨识原理
梯度迭代算法
矩阵方程
hierarchical identification principle
gradient-based iterative algorithm
matrix equation
