Improved SOR iterative method for coupled Lyapunov matrix equations

DOI10.1007/s13370-021-00911-8zbMath1488.65088OpenAlexW3177310744MaRDI QIDQ2665458

Liqing Bai, Ke Wang, Shiheng Wang, Shijun Zhang

Publication date: 19 November 2021

Published in: Afrika Matematika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13370-021-00911-8

zbMATH Keywords

Markovian jump systemsSOR iterative methodcoupled Lyapunov matrix equations

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Cites Work

• An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
• Iterative solution of the Lyapunov matrix equation
• An SOR implicit iterative algorithm for coupled Lyapunov equations
• Parallel computation of the solutions of coupled algebraic Lyapunov equations
• Reduced-rank gradient-based algorithms for generalized coupled Sylvester matrix equations and its applications
• Accelerated Smith iterative algorithms for coupled Lyapunov matrix equations
• Improved neural solution for the Lyapunov matrix equation based on gradient search
• Implicit Iterative Algorithms for Continuous Markovian Jump Lyapunov Equations
• New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Explicit solutions for a system of coupled Lyapunov differential matrix equations
• Stochastic stability properties of jump linear systems

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