论文信息 - An algorithm to solve matrix equations PH^{T} = G and P = φ P φ T + γγ T

An algorithm to solve matrix equations PH^{T} = G and P = φ P φ T + γγ T

An iterative algorithm is presented for the numerical solution of matrix equations PH^{T} = G and P = \PhiP\Phi^{T} + \Gamma\Gamma^{T} , where P \geq 0 and G, H , and \Phi are given. These equations arise in various identification, network synthesis, and stability analysis problems.

R. Mehra

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