TY - JOUR
T1 - Distributed solving sylvester equations with an explicit exponential convergence
AU - Cheng, Songsong
AU - Zeng, Xianlin
AU - Hong, Yiguang
N1 - Publisher Copyright:
Copyright © 2020 The Authors. This is an open access article under the CC BY-NC-ND license
PY - 2020
Y1 - 2020
N2 - 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.
AB - 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.
KW - Distributed optimization
KW - Exponential convergence
KW - Least squares solution
KW - Sylvester equations
UR - http://www.scopus.com/inward/record.url?scp=85105097679&partnerID=8YFLogxK
U2 - 10.1016/j.ifacol.2020.12.1129
DO - 10.1016/j.ifacol.2020.12.1129
M3 - Conference article
AN - SCOPUS:85105097679
SN - 2405-8963
VL - 53
SP - 3260
EP - 3265
JO - IFAC-PapersOnLine
JF - IFAC-PapersOnLine
IS - 2
T2 - 21st IFAC World Congress 2020
Y2 - 12 July 2020 through 17 July 2020
ER -