Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
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Publication:545956
DOI10.1016/J.AMC.2011.01.031zbMATH Open1225.93123OpenAlexW1984948634MaRDI QIDQ545956FDOQ545956
Authors: Zhao-Yan Li, Bin Zhou, James Lam, Yong Wang 
Publication date: 24 June 2011
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2011.01.031
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Markov processpositive operatoriterationLyapunov equationmean square stabilitystochastic systemjump system
Continuous-time Markov processes on general state spaces (60J25) Stochastic systems in control theory (general) (93E03)
Cites Work
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Cited In (12)
- A family of varying-parameter finite-time zeroing neural networks for solving time-varying Sylvester equation and its application
- Optimized hybrid design with stabilizing transition probability for stochastic Markovian jump systems under hidden Markov mode detector
- Newton's method for coupled continuous-time algebraic Riccati equations
- New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations
- A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations
- Iterative solutions of coupled discrete Markovian jump Lyapunov equations
- Implicit Iterative Algorithms for Continuous Markovian Jump Lyapunov Equations
- An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
- Positive definite solutions of the nonlinear matrix equation \(X + A^H\bar{X}^{-1}A = I\)
- An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations
- A new iterative algorithm for solvingH∞control problem of continuous-time Markovian jumping linear systems based on online implementation
- An SOR implicit iterative algorithm for coupled Lyapunov equations
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