Iterative solutions of coupled discrete Markovian jump Lyapunov equations

DOI10.1016/j.camwa.2007.04.031zbMath1139.60334OpenAlexW2008015371MaRDI QIDQ2426904

Qing Wang, Tongwen Chen, James Lam, Yi-Min Wei

Publication date: 14 May 2008

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

Full work available at URL: https://doi.org/10.1016/j.camwa.2007.04.031

zbMATH Keywords

discrete-time systemsLyapunov equationsMarkovian systems

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Additive difference equations (39A10)

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