Parallel computation of the solutions of coupled algebraic Lyapunov equations

DOI10.1016/0005-1098(95)00037-WzbMath0825.93992OpenAlexW2013683603MaRDI QIDQ1899570

I. Borno

Publication date: 7 December 1995

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(95)00037-w

Mathematics Subject Classification ID

Related Items (23)

New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ A new iterative algorithm for solvingH_∞control problem of continuous-time Markovian jumping linear systems based on online implementation ⋮ Computational Methods for Linear Matrix Equations ⋮ An iterative algorithm for the least Frobenius norm Hermitian and generalized skew Hamiltonian solutions of the generalized coupled Sylvester-conjugate matrix equations ⋮ Improved SOR iterative method for coupled Lyapunov matrix equations ⋮ Accelerated Smith iterative algorithms for coupled Lyapunov matrix equations ⋮ A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ A Newton iterative method for coupled Lyapunov matrix equations ⋮ An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems ⋮ On the least squares generalized Hamiltonian solution of generalized coupled Sylvester-conjugate matrix equations ⋮ An SOR implicit iterative algorithm for coupled Lyapunov equations ⋮ Solutions for the linear-quadratic control problem of Markov jump linear systems ⋮ Gradient-based iterative algorithms for generalized coupled Sylvester-conjugate matrix equations ⋮ Iterative Hermitian R-conjugate solutions to general coupled sylvester matrix equations ⋮ An iterative algorithm for discrete periodic Lyapunov matrix equations ⋮ An iterative algorithm for the least Frobenius norm least squares solution of a class of generalized coupled Sylvester-transpose linear matrix equations ⋮ On the reflexive and anti-reflexive solutions of the generalised coupled Sylvester matrix equations ⋮ Finite iterative solutions to coupled Sylvester-conjugate matrix equations ⋮ Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems ⋮ Iterative least-squares solutions of coupled sylvester matrix equations ⋮ Solving the general coupled and the periodic coupled matrix equations via the extended QMRCGSTAB algorithms ⋮ Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients ⋮ Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems

Uses Software

• Algorithm 432

Cites Work

• Unnamed Item
• Unnamed Item
• Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Explicit solutions for a system of coupled Lyapunov differential matrix equations
• On Hermitian Solutions of the Symmetric Algebraic Riccati Equation
• A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]

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