Abstract
The periodic discrete-time matrix equations have wide applications in stability theory, control theory and perturbation analysis. In this work, the biconjugate residual algorithm is generalized to construct a matrix iterative method to solve the periodic discrete-time generalized coupled Sylvester matrix equations
The constructed method is shown to be convergent in a finite number of iterations in the absence of round-off errors. By comparing with other similar methods in practical computation, we give numerical results to demonstrate the accuracy and the numerical superiority of the constructed method.
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