Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
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Publication:545956
DOI10.1016/J.AMC.2011.01.031zbMath1225.93123OpenAlexW1984948634MaRDI QIDQ545956
Zhao-Yan Li, Bin Zhou, James Lam, Yong Wang
Publication date: 24 June 2011
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2011.01.031
iterationLyapunov equationMarkov processstochastic systempositive operatormean square stabilityjump system
Continuous-time Markov processes on general state spaces (60J25) Stochastic systems in control theory (general) (93E03)
Related Items (10)
New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ A new iterative algorithm for solvingH∞control problem of continuous-time Markovian jumping linear systems based on online implementation ⋮ A family of varying-parameter finite-time zeroing neural networks for solving time-varying Sylvester equation and its application ⋮ A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems ⋮ An SOR implicit iterative algorithm for coupled Lyapunov equations ⋮ Positive definite solutions of the nonlinear matrix equation \(X + A^H\bar{X}^{-1}A = I\) ⋮ An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations ⋮ Optimized hybrid design with stabilizing transition probability for stochastic Markovian jump systems under hidden Markov mode detector ⋮ Newton's method for coupled continuous-time algebraic Riccati equations
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