solve a matrix equation
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any one has any ideas about how to solve a matrix equation like (inv([sI-A])*B*w)'*E=0, where I is a unit matrix, A, B and E are known matrices, s is a scalar variable and w is a matrix variable with corresponding dimension. or how to find s and w to minimize the norm of (inv([sI-A])*B*w)'*E ?
For example, if A=[1 2;-1 2]; B=[1 2];E=[1 1];
any ideas are appreciated
Thanks
3 Comments
Richard Brown
on 29 Jun 2012
The matrix dimensions in your example don't conform.
Is w a vector or a matrix?
Is the result of the expression a vector or a matrix? What kind of norm are you trying to minimise? Can you state a fuller example (that works) with the dimensions of w as well please?
fengming
on 29 Jun 2012
Star Strider
on 29 Jun 2012
Edited: Star Strider
on 29 Jun 2012
It would be helpful to know where this equation comes from and the context in which the question is being asked. The equation looks suspiciously like a Laplace-transformed state equation, usually equated not to zero but to the Laplace-transformed state vector 'X'. The matrix '[s*I-A]^(-1)' is the Laplace transform of the 'fundamental solution matrix' or 'state transition matrix', the inverse transform of which is usually expressed as 'expm(A*t)' or something similar, depending on the context. In addition, 'w' might be white process noise.
In short, I am not certain this question has an answer, at least not with the equation in this form. If I am wrong, I invite correction, ideally with a detailed explanation or online reference.
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