An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
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Publication:900229
DOI10.1016/J.AUTOMATICA.2015.07.011zbMATH Open1331.93229OpenAlexW2133573351MaRDI QIDQ900229FDOQ900229
Authors: Yang-Yang Qian, Wen-Jie Pang 
Publication date: 21 December 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2015.07.011
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Cites Work
- Gradient based iterative algorithm for solving coupled matrix equations
- Iterative least-squares solutions of coupled sylvester matrix equations
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- On Iterative Solutions of General Coupled Matrix Equations
- Robust H∞ filtering for uncertain markovian jump systems with mode-dependent time delays
- Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations
- A property of the eigenvalues of the symmetric positive definite matrix and the iterative algorithm for coupled Sylvester matrix equations
- Fault-tolerant control of Markovian jump stochastic systems via the augmented sliding mode observer approach
- Stabilization of discrete-time Markovian jump linear systems via time-delayed controllers
- Stochastic stability properties of jump linear systems
- Observer-based tracking controller design for networked predictive control systems with uncertain Markov delays
- On Hermitian Solutions of the Symmetric Algebraic Riccati Equation
- Almost sure and moments stability of jump linear systems
- Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems
- New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations
- Parallel computation of the solutions of coupled algebraic Lyapunov equations
- Iterative solutions of coupled discrete Markovian jump Lyapunov equations
- Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
- Explicit solutions for a system of coupled Lyapunov differential matrix equations
Cited In (17)
- Newton's method for coupled continuous-time algebraic Riccati equations
- New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations
- A new iterative algorithm for solving \(H_{\infty}\) control problem of continuous-time Markovian jumping linear systems based on online implementation
- A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations
- Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
- A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations
- New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations
- 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
- Accelerated Smith iterative algorithms for coupled Lyapunov matrix 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
- Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems
- Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems
- Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems
- An SOR implicit iterative algorithm for coupled Lyapunov equations
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