Iterative algorithms for solving continuous stochastic Lyapunov equations (Q7009008)

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scientific article; zbMATH DE number 8014880
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    Iterative algorithms for solving continuous stochastic Lyapunov equations
    scientific article; zbMATH DE number 8014880

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      Iterative algorithms for solving continuous stochastic Lyapunov equations (English)
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      20 March 2025
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      Lyapunov methods
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      stochastic systems
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      continuous time systems
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      iterative methods
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      Markov processes
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      matrix algebra
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      iterative algorithm
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      continuous stochastic Lyapunov equations
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      coupled Lyapunov equations
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      continuous-time Itô stochastic systems
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      Markovian jump parameters
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      unknown matrix variable estimation
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      convergence condition
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