Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems
DOI10.1016/0898-1221(95)00119-JzbMATH Open0837.93075OpenAlexW2033291829MaRDI QIDQ1900538FDOQ1900538
Authors: I. Borno, Zoran Gajic 
Publication date: 14 May 1996
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(95)00119-j
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Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15) Probabilistic games; gambling (91A60)
Cites Work
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- Title not available (Why is that?)
- Iterative solution of the Lyapunov matrix equation
- Solution of Lyapunov equations by alternating direction implicit iteration
- Title not available (Why is that?)
- Discrete-time markovian-jump linear quadratic optimal control
Cited In (19)
- Iterative Hermitian R-conjugate solutions to general coupled sylvester matrix equations
- Finite iterative solutions to coupled Sylvester-conjugate matrix equations
- Convergence characterisation of an iterative algorithm for periodic Lyapunov matrix equations
- Weighted least squares solutions to general coupled Sylvester matrix equations
- Gradient based iterative algorithm for solving coupled matrix equations
- A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations
- Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
- Iterative solutions of coupled discrete Markovian jump Lyapunov equations
- A natural gradient descent algorithm for the solution of discrete algebraic Lyapunov equations based on the geodesic distance
- Iterative algorithms for discrete periodic Riccati matrix equations
- Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations
- An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
- Delay-dependent stabilization of singularly perturbed jump linear systems
- Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
- Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations
- Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients
- Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems
- Stein iterations for the coupled discrete-time Riccati equations
- An iterative algorithm for discrete periodic Lyapunov matrix equations
Uses Software
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