The numerical solution of fuzzy singular Lyapunov matrix equations

Author:

Jiang Zhujun1,Zhou Jieyong2,He Qixiang314

Affiliation:

1. School of Mathematics, Shanghai University of Finance and Economics, Shanghai, China

2. Mathematics School, Shanghai Key Laboratory of Financial Information Technology, Shanghai University of Finance and Economics, Shanghai, China

3. Shanghai University of Finance and Economics Zhejiang College, Zhejiang, China

4. Supported by the National Natural Science Foundation of China (No. 12071088)

Abstract

Fuzzy singular Lyapunov matrix equations have many applications, but feasible numerical methods to solve them are absent. In this paper, we propose an efficient numerical method for fuzzy singular Lyapunov matrix equations, where A is crisp and semi-stable. In our method, we transform fuzzy singular Lyapunov matrix equation into two crisp Lyapunov matrix equations. Then we solve the least squares solutions of the two crisp Lyapunov matrix equations, respectively. The existence of fuzzy solution is also considered. At last, two small examples are presented to illustrate the validate of the method and two large scale examples that the existing method fails to slove are presented to show the efficiency of the method.

Publisher

IOS Press

Subject

Artificial Intelligence,General Engineering,Statistics and Probability

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