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Solutions to the matrix equation X - AXB = CY+R and its application

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Transactions of the Institute of Measurement and Control

Published online on

Abstract

The solution of the nonhomogeneous Yakubovich matrix equation X–AXB=CY+R is important in stability analysis and controller design in linear systems. The nonhomogeneous Yakubovich matrix equation X–AXB=CY+R, which contains the well-known Kalman–Yakubovich matrix equation and the general discrete Lyapunov matrix equation as special cases, is investigated in this paper. Closed-form solutions to the nonhomogeneous Yakubovich matrix equation are presented using the Smith normal form reduction. Its equivalent form is provided. Compared with the existing method, the method presented in this paper has no limit to the dimensions of an unknown matrix. The present method is suitable for any unknown matrix, not only low-dimensional unknown matrices, but also high-dimensional unknown matrices. As an application, parametric pole assignment for descriptor linear systems by PD feedback is considered.