Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems
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Publication:1900538
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Cites work
- scientific article; zbMATH DE number 4160608 (Why is no real title available?)
- scientific article; zbMATH DE number 3206520 (Why is no real title available?)
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- Discrete-time markovian-jump linear quadratic optimal control
- Iterative solution of the Lyapunov matrix equation
- Solution of Lyapunov equations by alternating direction implicit iteration
Cited in
(19)- Weighted least squares solutions to general coupled Sylvester matrix equations
- Extended Hamiltonian algorithm for the solution of discrete algebraic Lyapunov equations
- Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
- Gradient based iterative algorithm for solving coupled matrix equations
- Stein iterations for the coupled discrete-time Riccati equations
- 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
- Iterative solutions of coupled discrete Markovian jump Lyapunov equations
- An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
- Iterative Hermitian R-conjugate solutions to general coupled sylvester matrix equations
- An iterative algorithm for discrete periodic Lyapunov matrix equations
- Finite iterative solutions to coupled Sylvester-conjugate matrix equations
- Delay-dependent stabilization of singularly perturbed jump linear systems
- A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations
- Convergence characterisation of an iterative algorithm for periodic Lyapunov matrix equations
- Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems
- 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
- Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
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