Lyapunov-type least-squares problems over symmetric cones |
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Authors: | Ziyan Luo Naihua Xiu Lingchen Kong |
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Affiliation: | 1. State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University, Beijing 100044, PR China;2. Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, PR China |
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Abstract: | The Lyapunov-type least-squares problem over symmetric cone is to find the least-squares solution of the Lyapunov equation with a constraint of symmetric cone in the Euclidean Jordan algebra, and it contains the Lyapunov-type least-squares problem over cone of semidefinite matrices as a special case. In this paper, we first give a detailed analysis for the image of Lyapunov operator in the Euclidean Jordan algebra. Relying on these properties together with some characterizations of symmetric cone, we then establish some necessary and?or sufficient conditions for solution existence of the Lyapunov-type least-squares problem. Finally, we study uniqueness of the least-squares solution. |
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