Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations
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Cites work
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- Iterative least-squares solutions of coupled sylvester matrix equations
- Iterative solutions of coupled discrete Markovian jump Lyapunov equations
- Linear Matrix Inequalities in System and Control Theory
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- Robust control of uncertain discrete-time Markovian jump systems with actuator saturation
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- Stabilization and H control of two-dimensional Markovian jump systems
- Stabilization of discrete-time Markovian jump linear systems via time-delayed controllers
Cited in
(39)- Gradient based iterative algorithm for solving coupled matrix equations
- New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations
- The minimal norm least squares Hermitian solution of the complex matrix equation \(AXB+CXD=E\)
- The relaxed gradient-based iterative algorithms for a class of generalized coupled Sylvester-conjugate matrix equations
- New proof of the gradient-based iterative algorithm for the Sylvester conjugate matrix equation
- A finite iterative algorithm for solving the complex generalized coupled Sylvester matrix equations by using the linear operators
- Gradient-based iterative algorithms for generalized coupled Sylvester-conjugate matrix equations
- Reduced-rank gradient-based algorithms for generalized coupled Sylvester matrix equations and its applications
- A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations
- Common fixed point theorems for rational \(F_{\mathcal{R}}\)-contractive pairs of mappings with applications
- On the relaxed gradient-based iterative methods for the generalized coupled Sylvester-transpose matrix equations
- A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations
- Almost sure stability of discrete-time nonlinear Markovian jump delayed systems with impulsive signals
- BCR method for solving generalized coupled Sylvester equations over centrosymmetric or anti-centrosymmetric matrix
- Conjugate gradient least squares algorithm for solving the generalized coupled Sylvester matrix equations
- New proof of the gradient-based iterative algorithm for a complex conjugate and transpose matrix equation
- Iterative solutions of coupled discrete Markovian jump Lyapunov equations
- On the minimum-norm least squares solution of the complex generalized coupled Sylvester matrix equations
- Fixed point results for interpolative -Hardy-Rogers type contraction mappings in quasi-partial b-metric space with an applications
- On the solution of the linear matrix equation X = Af(X) B + C
- Iterative algorithms for \(X+A^{\mathrm T}X^{-1}A=I\) by using the hierarchical identification principle
- Implicit Iterative Algorithms for Continuous Markovian Jump Lyapunov Equations
- New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations
- Finite iterative algorithm for solving Lyapunov equations of Itô stochastic systems with Markovian jumps
- 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
- Modified CGLS iterative algorithm for solving the generalized Sylvester-conjugate matrix equation
- Iterative solutions to coupled Sylvester-conjugate matrix equations
- Fixed point theorems for interpolative Kanann contraction mappings in Busemann space with an application to matrix equation
- Generalized conjugate direction algorithm for solving general coupled Sylvester matrix equations
- Fixed point theorems for interpolative Ćirić-type contraction mappings in CAT(0) space with application to hyperbolical rotation matrix
- Fixed point theorems for ;1-;2_M-Geraghty type contractions with applications in matrix equations
- Iterative algorithm to the generalized coupled Sylvester-transpose matrix equations with application in robust and minimum norm observer design of linear systems
- An SOR implicit iterative algorithm for coupled Riccati matrix equations in Itô stochastic systems with Markovian jump
- Explicit iterative algorithms for solving coupled discrete-time Lyapunov matrix equations
- Iterative algorithms for solving continuous stochastic Lyapunov equations
- Matrix equations over \((R,S)\)-symmetric and \((R,S)\)-skew symmetric matrices
- An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
- Convergence rate analysis of discrete-time Markovian jump systems
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