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
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Star Strider
il 29 Giu 2012
Modificato: Star Strider
il 29 Giu 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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