Implicit Iterative Algorithms for Continuous Markovian Jump Lyapunov Equations

DOI10.1109/TAC.2015.2508884zbMath1359.65061MaRDI QIDQ2980374

Guang-Ren Duan, Wanquan Liu, Ai-guo Wu

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items (13)

New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ Improved SOR iterative method for coupled Lyapunov matrix equations ⋮ Accelerated Smith iterative algorithms for coupled Lyapunov matrix equations ⋮ A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ A Newton iterative method for coupled Lyapunov matrix equations ⋮ An SOR implicit iterative algorithm for coupled Lyapunov equations ⋮ An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations ⋮ An iterative algorithm for generalized Hamiltonian solution of a class of generalized coupled Sylvester-conjugate matrix equations ⋮ Two iterative algorithms for stochastic algebraic Riccati matrix equations ⋮ A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations ⋮ A novel iterative algorithm for solving coupled Riccati equations ⋮ A new approximation algorithm for solving generalized Lyapunov matrix equations ⋮ An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems

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