Iterative Algorithms for Solving Periodic Discrete-Time Lyapunov Equations

To investigate the stabilization problem of the periodic linear systems, it is important to achieve the solution of the periodic Lyapunov matrix equation. In order to find the solution of the equation, novel iterative algorithms for discrete-time periodic Lyapunov equations are derived, respectively to the zero initial conditions and arbitrary initial conditions. What's more, the latest information estimation theory is utilized in the iterative algorithm. The validity of the algorithms are verified by numerical simulations.