A new framework based on the curved Riemannian manifold is proposed to calculate the numerical solution of the Lyapunov matrix equation by using a natural gradient descent algorithm and taking the geodesic distance as...A new framework based on the curved Riemannian manifold is proposed to calculate the numerical solution of the Lyapunov matrix equation by using a natural gradient descent algorithm and taking the geodesic distance as the objective function. Moreover, a gradient descent algorithm based on the classical Euclidean distance is provided to compare with this natural gradient descent algorithm. Furthermore, the behaviors of two proposed algorithms and the conventional modified conjugate gradient algorithm are compared and demonstrated by two simulation examples. By comparison, it is shown that the convergence speed of the natural gradient descent algorithm is faster than both of the gradient descent algorithm and the conventional modified conjugate gradient algorithm in solving the Lyapunov equation.展开更多
This communique is opted to study the approximate solution of the Algebraic Lyapunov equation on the manifold of positive-definite Hermitian matrices.We choose the geodesic distance betweenAHXXA an...This communique is opted to study the approximate solution of the Algebraic Lyapunov equation on the manifold of positive-definite Hermitian matrices.We choose the geodesic distance betweenAHXXA and P as the cost function,and put forward the Extended Hamiltonian algorithm(EHA)and Natural gradient algorithm(NGA)for the solution.Finally,several numerical experiments give you an idea about the effectiveness of the proposed algorithms.We also show the comparison between these two algorithms EHA and NGA.Obtained results are provided and analyzed graphically.We also conclude that the extended Hamiltonian algorithm has better convergence speed than the natural gradient algorithm,whereas the trajectory of the solution matrix is optimal in case of Natural gradient algorithm(NGA)as compared to Extended Hamiltonian Algorithm(EHA).The aim of this paper is to show that the Extended Hamiltonian algorithm(EHA)has superior convergence properties as compared to Natural gradient algorithm(NGA).Upto the best of author’s knowledge,no approximate solution of the Algebraic Lyapunov equation on the manifold of positive-definite Hermitian matrices is found so far in the literature.展开更多
文摘A new framework based on the curved Riemannian manifold is proposed to calculate the numerical solution of the Lyapunov matrix equation by using a natural gradient descent algorithm and taking the geodesic distance as the objective function. Moreover, a gradient descent algorithm based on the classical Euclidean distance is provided to compare with this natural gradient descent algorithm. Furthermore, the behaviors of two proposed algorithms and the conventional modified conjugate gradient algorithm are compared and demonstrated by two simulation examples. By comparison, it is shown that the convergence speed of the natural gradient descent algorithm is faster than both of the gradient descent algorithm and the conventional modified conjugate gradient algorithm in solving the Lyapunov equation.
文摘This communique is opted to study the approximate solution of the Algebraic Lyapunov equation on the manifold of positive-definite Hermitian matrices.We choose the geodesic distance betweenAHXXA and P as the cost function,and put forward the Extended Hamiltonian algorithm(EHA)and Natural gradient algorithm(NGA)for the solution.Finally,several numerical experiments give you an idea about the effectiveness of the proposed algorithms.We also show the comparison between these two algorithms EHA and NGA.Obtained results are provided and analyzed graphically.We also conclude that the extended Hamiltonian algorithm has better convergence speed than the natural gradient algorithm,whereas the trajectory of the solution matrix is optimal in case of Natural gradient algorithm(NGA)as compared to Extended Hamiltonian Algorithm(EHA).The aim of this paper is to show that the Extended Hamiltonian algorithm(EHA)has superior convergence properties as compared to Natural gradient algorithm(NGA).Upto the best of author’s knowledge,no approximate solution of the Algebraic Lyapunov equation on the manifold of positive-definite Hermitian matrices is found so far in the literature.
