An SOR implicit iterative algorithm for coupled Lyapunov equations

DOI10.1016/j.automatica.2018.07.021zbMath1406.93310OpenAlexW2887868885MaRDI QIDQ1716497

Hui-Jie Sun, Ying Zhang, Ai-guo Wu

Publication date: 5 February 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.07.021

zbMATH Keywords

iterative algorithmscontinuous-time Markovian jump systemscoupled Lyapunov matrix equations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

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