In this paper, the matrix equation with two unknown matrices X, Y of f
orm AXB + CYD = F is discussed. By applying the canonical correlation
decomposition (CCD) of matrix pairs, we obtain expressions of the leas
t-squares solutions of the matrix equation, and sufficient and necessa
ry conditions for the existence and uniqueness of the solutions. We al
so derive a general form of the solutions. We also study the least-squ
ares Hermitian (skew-Hermitian) solutions of equation AXA(H)+CYCH=F. (
C) 1998 Elsevier Science Inc. All rights reserved.