Parallel computation of the solutions of coupled algebraic Lyapunov equations

DOI10.1016/0005-1098(95)00037-WzbMath0825.93992OpenAlexW2013683603MaRDI QIDQ1899570

I. Borno

Publication date: 7 December 1995

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(95)00037-w

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Brownian motion (60J65) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Distributed algorithms (68W15)

Related Items (23)

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 ⋮ Computational Methods for Linear Matrix Equations ⋮ An iterative algorithm for the least Frobenius norm Hermitian and generalized skew Hamiltonian solutions of the generalized coupled Sylvester-conjugate matrix equations ⋮ Improved SOR iterative method for coupled Lyapunov matrix equations ⋮ Accelerated Smith iterative algorithms for coupled Lyapunov matrix equations ⋮ A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ A Newton iterative method for coupled Lyapunov matrix equations ⋮ An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems ⋮ On the least squares generalized Hamiltonian solution of generalized coupled Sylvester-conjugate matrix equations ⋮ An SOR implicit iterative algorithm for coupled Lyapunov equations ⋮ Solutions for the linear-quadratic control problem of Markov jump linear systems ⋮ Gradient-based iterative algorithms for generalized coupled Sylvester-conjugate matrix equations ⋮ Iterative Hermitian R-conjugate solutions to general coupled sylvester matrix equations ⋮ An iterative algorithm for discrete periodic Lyapunov matrix equations ⋮ An iterative algorithm for the least Frobenius norm least squares solution of a class of generalized coupled Sylvester-transpose linear matrix equations ⋮ On the reflexive and anti-reflexive solutions of the generalised coupled Sylvester matrix equations ⋮ Finite iterative solutions to coupled Sylvester-conjugate matrix equations ⋮ Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems ⋮ Iterative least-squares solutions of coupled sylvester matrix equations ⋮ Solving the general coupled and the periodic coupled matrix equations via the extended QMRCGSTAB algorithms ⋮ Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients ⋮ Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems

Uses Software

• Algorithm 432

Cites Work

• Unnamed Item
• Unnamed Item
• Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Explicit solutions for a system of coupled Lyapunov differential matrix equations
• On Hermitian Solutions of the Symmetric Algebraic Riccati Equation
• A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]

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