Efficient iterative schemes based on Newton's method and fixed-point iteration for solving nonlinear matrix equation Xp = Q±A(X−1+B)−1AT

Abstract

PurposeIn this paper, the authors study the nonlinear matrix equation Xp=Q±A(X-1+B)-1AT, that occurs in many applications such as in filtering, network systems, optimal control and control theory.Design/methodology/approachThe authors present some theoretical results for the existence of the solution of this nonlinear matrix equation. Then the authors propose two iterative schemes without inversion to find the solution to the nonlinear matrix equation based on Newton's method and fixed-point iteration. Also the authors show that the proposed iterative schemes converge to the solution of the nonlinear matrix equation, under situations.Findings The efficiency indices of the proposed schemes are presented, and since the initial guesses of the proposed iterative schemes have a high cost, the authors reduce their cost by changing them. Therefore, compared to the previous scheme, the proposed schemes have superior efficiency indices.Originality/value Finally, the accuracy and effectiveness of the proposed schemes in comparison to an existing scheme are demonstrated by various numerical examples. Moreover, as an application, by using the proposed schemes, the authors can get the optimal controller state feedback of $x(t+1) = A x(t) + C v(t)$.