2007 Volume 43 Issue 9 Pages 829-831
In this paper, the gradient-based iterative (GI) algorithm for solving the cross-coupled algebraic Lyapunov equation (CALE) that arises in many control theory such as Nash games is proposed.It should be noted that the convergence and the reduced-order computation are both attained. In order to demonstrate the efficiency of the proposed algorithm, a numerical example is provided.