Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations

DOI10.1016/j.camwa.2008.07.037zbMath1165.15304OpenAlexW2072204339MaRDI QIDQ2389424

James Lam, Guang-Ren Duan, Bin Zhou

Publication date: 16 July 2009

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.07.037

zbMATH Keywords

iterationgradientconvergence ratediscrete-timeLyapunov equationsMarkov jump linear systems

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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