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Let the matrix equation (2.8).
Matrix equation can be constructed as: (5).
leads to the matrix equation (10).
This leads to the matrix equation (4.9).
Calculate the Jacobian matrix Equation(11).
Apparently, matrix equation (1) generalizes the matrix equation X + A ⋆ X − 1 A = Q.
Detailed derivation of a generalized matrix equation is given.
This matrix equation arises in some signal processing problems.
Then, (4.7) is equivalent to the following matrix equation (4.9).
An effective algebraic matrix equation approach is developed.
Assume the matrix equation (4) in Problem 2 is consistent.
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