New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations

DOI10.1109/TAC.2014.2326273zbMATH Open1360.65105OpenAlexW2005700349MaRDI QIDQ2982913FDOQ2982913

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

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Mathematics Subject Classification ID

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

Cited In (19)

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

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