Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems
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Publication:1900538
DOI10.1016/0898-1221(95)00119-JzbMath0837.93075MaRDI QIDQ1900538
Publication date: 14 May 1996
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
93C55: Discrete-time control/observation systems
93E15: Stochastic stability in control theory
91A60: Probabilistic games; gambling
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Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients, Delay-dependent stabilization of singularly perturbed jump linear systems, Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems, Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations, Finite iterative solutions to coupled Sylvester-conjugate matrix equations, Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps, An iterative algorithm for discrete periodic Lyapunov matrix equations, An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems, Weighted least squares solutions to general coupled Sylvester matrix equations, Gradient based iterative algorithm for solving coupled matrix equations, Stein iterations for the coupled discrete-time Riccati equations, A natural gradient descent algorithm for the solution of discrete algebraic Lyapunov equations based on the geodesic distance, Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations, Iterative solutions of coupled discrete Markovian jump Lyapunov equations
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