An SOR implicit iterative algorithm for coupled Lyapunov equations

DOI10.1016/J.AUTOMATICA.2018.07.021MaRDI QIDQ1716497zbMATH OpenOpenAlexFDO

Authors Hui-Jie Sun, Ying Zhang, Ai-Guo Wu

Publication date 5 February 2019

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2018.07.021

zbMATH Keywords

iterative algorithmscontinuous-time Markovian jump systemscoupled Lyapunov matrix equations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

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Cites work

• scientific article; zbMATH DE number 1012640 (Why is no real title available?)
• scientific article; zbMATH DE number 1050306 (Why is no real title available?)
• Almost sure and moments stability of jump linear systems
• An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
• An iterative algorithm for discrete periodic Lyapunov matrix equations
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Explicit solutions for a system of coupled Lyapunov differential matrix equations
• Implicit Iterative Algorithms for Continuous Markovian Jump Lyapunov Equations
• New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations
• Parallel computation of the solutions of coupled algebraic Lyapunov equations
• Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
• Stochastic stability properties of jump linear systems

Cited in

(15)

• Gradient-based neural networks for solving periodic Sylvester matrix equations
• Iterative solution to a class of complex matrix equations and its application in time-varying linear system
• AOR iterative method for coupled Lyapunov matrix equations
• A numerical solution of a class of periodic coupled matrix equations
• A Newton iterative method for coupled Lyapunov matrix equations
• Closed-form solution of non-symmetric algebraic Riccati matrix equation
• Improved SOR iterative method for coupled Lyapunov matrix equations
• An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
• Momentum acceleration-based matrix splitting method for solving generalized absolute value equation
• A novel iterative algorithm for solving coupled Riccati equations
• A new approximation algorithm for solving generalized Lyapunov matrix equations
• An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations
• Modulus-based matrix splitting methods for complex linear complementarity problem
• An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems
• An iterative algorithm for generalized Hamiltonian solution of a class of generalized coupled Sylvester-conjugate matrix equations

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