Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems (Q5172499)

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scientific article; zbMATH DE number 6397089
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Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems
scientific article; zbMATH DE number 6397089

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    Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems (English)
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    4 February 2015
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    continuous-time Markov jump linear systems
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    coupled Lyapunov matrix equations
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    finite iterative algorithm
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    orthogonality
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