Improved SOR iterative method for coupled Lyapunov matrix equations

DOI10.1007/S13370-021-00911-8MaRDI QIDQ2665458zbMATH OpenOpenAlexFDO

Authors Liqing Bai, Shijun Zhang, Shiheng Wang, Ke Wang

Publication date 19 November 2021

Published in Afrika Matematika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13370-021-00911-8

zbMATH Keywords

coupled Lyapunov matrix equationsMarkovian jump systemsSOR iterative method

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

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Cites work

• Accelerated Smith iterative algorithms for coupled Lyapunov matrix equations
• An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
• An SOR implicit iterative algorithm for coupled Lyapunov equations
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Explicit solutions for a system of coupled Lyapunov differential matrix equations
• Implicit Iterative Algorithms for Continuous Markovian Jump Lyapunov Equations
• Improved neural solution for the Lyapunov matrix equation based on gradient search
• Iterative solution of the Lyapunov matrix equation
• New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations
• Parallel computation of the solutions of coupled algebraic Lyapunov equations
• Reduced-rank gradient-based algorithms for generalized coupled Sylvester matrix equations and its applications
• Stochastic stability properties of jump linear systems

Cited in

(8)

• An SOR implicit iterative algorithm for coupled Lyapunov equations
• A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations
• A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations
• Accelerated Smith iterative algorithms for coupled Lyapunov matrix equations
• scientific article; zbMATH DE number 440655 (Why is no real title available?)
• AOR iterative method for coupled Lyapunov matrix equations
• A Newton iterative method for coupled Lyapunov matrix equations
• An SOR implicit iterative algorithm for coupled Riccati matrix equations in Itô stochastic systems with Markovian jump

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