An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems
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Publication:5026563
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Cites work
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Cited in
(17)- New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
- An SOR implicit iterative algorithm for coupled Lyapunov equations
- Discrete-time coupled Riccati equations for systems with Markov switching parameters
- Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems
- A novel iterative algorithm for solving coupled Riccati equations
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- New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations
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- Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems
- A new iterative algorithm for solving \(H_{\infty}\) control problem of continuous-time Markovian jumping linear systems based on online implementation
- Properties of the Lyapunov Iteration for Coupled Riccati Equations in Jump Linear Systems
- Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems
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- An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
- Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems
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