Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems

DOI10.1080/00207721.2012.684900zbMath1329.60297OpenAlexW1987762518MaRDI QIDQ5172499

Lin Tong, Ai-guo Wu, Guang-Ren Duan

Publication date: 4 February 2015

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2012.684900

zbMATH Keywords

orthogonalityfinite iterative algorithmcontinuous-time Markov jump linear systemscoupled Lyapunov matrix equations

Mathematics Subject Classification ID

Related Items (4)

A family of varying-parameter finite-time zeroing neural networks for solving time-varying Sylvester equation and its application ⋮ A finite-time recurrent neural network for solving online time-varying Sylvester matrix equation based on a new evolution formula ⋮ Iterative algorithms for least-squares solutions of a quaternion matrix equation ⋮ Finite iterative solutions to coupled Sylvester-conjugate matrix equations

Cites Work

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• Stochastic stability properties of jump linear systems
• Lyapunov iterations for optimal control of jump linear systems at steady state
• Partially Coupled Stochastic Gradient Identification Methods for Non-Uniformly Sampled Systems
• On the sensitivity of the coupled continuous-time Lyapunov equation
• Hierarchical least squares identification methods for multivariable systems
• Gradient based iterative algorithms for solving a class of matrix equations

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