Distributed solving sylvester equations with an explicit exponential convergence

Songsong Cheng*, Xianlin Zeng, Yiguang Hong*

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

2 Citations (Scopus)

Abstract

This paper addresses distributed achieving the least squares solution of Sylvester equations in the form of AX + XB = C. By decomposing the parameter matrices A, B and C, we formulate the problem of distributed solving Sylvester equations as a distributed optimization model and propose a continuous-time algorithm from the primal-dual viewpoint. Then, by constructing a Lyapunov function, we prove that the proposed algorithm can achieve a least squares solution of Sylvester equations with an explicit exponential convergence rate. Additionally, we illustrate the convergence performance by using a numerical example.

Original languageEnglish
Pages (from-to)3260-3265
Number of pages6
JournalIFAC-PapersOnLine
Volume53
Issue number2
DOIs
Publication statusPublished - 2020
Event21st IFAC World Congress 2020 - Berlin, Germany
Duration: 12 Jul 202017 Jul 2020

Keywords

  • Distributed optimization
  • Exponential convergence
  • Least squares solution
  • Sylvester equations

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