Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems

DOI10.1016/0898-1221(95)00119-JzbMath0837.93075OpenAlexW2033291829MaRDI QIDQ1900538

Publication date: 14 May 1996

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(95)00119-j

zbMATH Keywords

coupled algebraic Lyapunov equations discrete-time jump linear systems Markovian transitions

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15) Probabilistic games; gambling (91A60)

Related Items

Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations ⋮ An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems ⋮ Iterative solutions of coupled discrete Markovian jump Lyapunov equations ⋮ Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations ⋮ Iterative Hermitian R-conjugate solutions to general coupled sylvester matrix equations ⋮ An iterative algorithm for discrete periodic Lyapunov matrix equations ⋮ Delay-dependent stabilization of singularly perturbed jump linear systems ⋮ 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 ⋮ Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps ⋮ A natural gradient descent algorithm for the solution of discrete algebraic Lyapunov equations based on the geodesic distance ⋮ A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations ⋮ Weighted least squares solutions to general coupled Sylvester matrix equations ⋮ Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients ⋮ Gradient based iterative algorithm for solving coupled matrix equations ⋮ Stein iterations for the coupled discrete-time Riccati equations ⋮ Convergence characterisation of an iterative algorithm for periodic Lyapunov matrix equations ⋮ Iterative algorithms for discrete periodic Riccati matrix equations

Uses Software

Algorithm 432

Cites Work

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Unnamed Item
Solution of Lyapunov equations by alternating direction implicit iteration
Iterative solution of the Lyapunov matrix equation
Discrete-time markovian-jump linear quadratic optimal control
Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]