New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations

DOI10.1109/TAC.2014.2326273zbMath1360.65105OpenAlexW2005700349MaRDI QIDQ2982913

Guang-Ren Duan, Ai-guo Wu

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

Related Items (13)

Improved SOR iterative method 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 ⋮ An iterative algorithm for discrete periodic Lyapunov matrix equations ⋮ Iterative algorithms for least-squares solutions of a quaternion matrix equation ⋮ A numerical solution of a class of periodic coupled 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 ⋮ A novel iterative algorithm for solving coupled Riccati equations ⋮ Gradient-based neural networks for solving periodic Sylvester matrix equations ⋮ Convergence characterisation of an iterative algorithm for periodic Lyapunov matrix equations ⋮ An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems ⋮ Iterative algorithms for discrete periodic Riccati matrix equations

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