Implicit Iterative Algorithms for Continuous Markovian Jump Lyapunov Equations

DOI10.1109/TAC.2015.2508884MaRDI QIDQ2980374zbMATH OpenFDO

Authors Ai-Guo Wu, Guangren Duan, Wanquan Liu

Publication date 3 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2015.2508884

Mathematics Subject Classification ID

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(18)

• New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations
• An SOR implicit iterative algorithm for coupled Lyapunov equations
• Two iterative algorithms for stochastic algebraic Riccati matrix equations
• A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations
• A new approximation algorithm for solving generalized Lyapunov matrix equations
• A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations
• An iterative algorithm for generalized Hamiltonian solution of a class of generalized coupled Sylvester-conjugate matrix equations
• A novel iterative algorithm for solving coupled Riccati equations
• Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations
• Accelerated Smith iterative algorithms for coupled Lyapunov matrix equations
• Improved SOR iterative method for coupled Lyapunov matrix equations
• New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations
• An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations
• An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems
• A Newton iterative method for coupled Lyapunov matrix equations
• Explicit iterative algorithm with optimal tuning parameter for stochastic Lyapunov matrix equation
• An accelerated zeroing neural network for solving continuous coupled Lyapunov matrix equations
• Iterative algorithms for solving continuous stochastic Lyapunov equations

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