Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations (Q2389424)

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Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations
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    Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations (English)
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    16 July 2009
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    convergence rate
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    discrete-time
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    gradient
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    iteration
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    Lyapunov equations
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    Markov jump linear systems
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