“…By constructing an objective function and using the gradient search, a gradient-based iteration is established in [9] for solving the coupled matrix equations A i XB i = F i , i = 1, 2, ..., p. By using the hierarchical identification principle and introducing the convergence factor and the iterative matrix, a family of inversion-free iterative algorithms is proposed in [24] for solving nonlinear matrix equations X + A T X −1 A = I. M. Dehghan and M. Hajarian proposed some iterative algorithms based on the conjugate gradient (CG) method for solving the system of generalized Sylvester matrix equations( [5]), coupled Sylvester matrix equations( [6]) and the second-order Sylvester matrix equation EV F 2 − AV F 2 − CV = BW ( [7]), which are applications of CG in the area of solving time-invariant matrix equations. There are still many papers that are available for reference(one can see [25,15,1,2,3,17,18,20,21]).…”