Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems

DOI10.1080/00207721.2012.684900zbMath1329.60297OpenAlexW1987762518MaRDI QIDQ5172499

Lin Tong, Ai-guo Wu, Guang-Ren Duan

Publication date: 4 February 2015

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2012.684900

zbMATH Keywords

orthogonalityfinite iterative algorithmcontinuous-time Markov jump linear systemscoupled Lyapunov matrix equations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (4)

A family of varying-parameter finite-time zeroing neural networks for solving time-varying Sylvester equation and its application ⋮ A finite-time recurrent neural network for solving online time-varying Sylvester matrix equation based on a new evolution formula ⋮ Iterative algorithms for least-squares solutions of a quaternion matrix equation ⋮ Finite iterative solutions to coupled Sylvester-conjugate matrix equations

Cites Work

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• Parallel computation of the solutions of coupled algebraic Lyapunov equations
• Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems
• Iterative solutions of the generalized Sylvester matrix equations by using the hierarchical identification principle
• Identification of Hammerstein nonlinear ARMAX systems
• Stochastic stability properties of jump linear systems
• Lyapunov iterations for optimal control of jump linear systems at steady state
• Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
• On the sensitivity of the coupled continuous-time Lyapunov equation
• Hierarchical least squares identification methods for multivariable systems
• Gradient based iterative algorithms for solving a class of matrix equations

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