Gradient based iterative algorithm for solving coupled matrix equations

DOI10.1016/j.sysconle.2008.12.004zbMath1159.93323OpenAlexW2074678431MaRDI QIDQ1015027

Zhao-Yan Li, Guang-Ren Duan, Bin Zhou

Publication date: 30 April 2009

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2008.12.004

zbMATH Keywords

numerical solutionsSylvester equationscoupled matrix equationsmaximal convergence ratecoupled Markovian jump Lyapunov matrix equationsgradient based iteration

Mathematics Subject Classification ID

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Uses Software

• KELLEY

Cites Work

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