Gradient based iterative algorithm for solving coupled matrix equations

DOI10.1016/j.sysconle.2008.12.004zbMath1159.93323OpenAlexW2074678431MaRDI QIDQ1015027

Zhao-Yan Li, Guang-Ren Duan, Bin Zhou

Publication date: 30 April 2009

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2008.12.004

zbMATH Keywords

numerical solutionsSylvester equationscoupled matrix equationsmaximal convergence ratecoupled Markovian jump Lyapunov matrix equationsgradient based iteration

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Eigenvalues, singular values, and eigenvectors (15A18)

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Uses Software

• KELLEY

Cites Work

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