New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations

DOI10.1109/TAC.2014.2326273MaRDI QIDQ2982913zbMATH OpenOpenAlexFDO

Authors Ai-Guo Wu, Guangren Duan

Publication date 16 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2014.2326273

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Matrix equations and identities (15A24)

Recommendations

• New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations
• Iterative solutions of coupled discrete Markovian jump Lyapunov equations
• Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems
• Implicit Iterative Algorithms for Continuous Markovian Jump Lyapunov Equations
• An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems
• An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
• Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations
• Finite iterative algorithm for solving Lyapunov equations of Itô stochastic systems with Markovian jumps
• 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

Cited in

(19)

• Numerical solution of Lyapunov equations related to Markov jump linear systems
• An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems
• Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations
• Improved SOR iterative method for coupled Lyapunov matrix equations
• The maximum likelihood least squares based iterative estimation algorithm for bilinear systems with autoregressive moving average noise
• An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
• Newton's method for coupled continuous-time algebraic Riccati equations
• A numerical solution of a class of periodic coupled matrix equations
• Gradient-based neural networks for solving periodic Sylvester matrix equations
• An iterative algorithm for discrete periodic Lyapunov matrix equations
• New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations
• An SOR implicit iterative algorithm for coupled Lyapunov equations
• A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations
• Implicit Iterative Algorithms for Continuous Markovian Jump Lyapunov Equations
• Multi-parametric iterative algorithms for discrete periodic Lyapunov matrix equations
• Convergence characterisation of an iterative algorithm for periodic Lyapunov matrix equations
• Iterative algorithms for discrete periodic Riccati matrix equations
• Iterative algorithms for least-squares solutions of a quaternion matrix equation
• A novel iterative algorithm for solving coupled Riccati equations

This page was built for publication: New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2982913)