Explicit solutions for a system of coupled Lyapunov differential matrix equations

DOI10.1017/S0013091500026821zbMath0595.34056MaRDI QIDQ3726549

M. Mariton, Lucas Jodar

Publication date: 1987

Published in: Proceedings of the Edinburgh Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Cauchy problemsalgebraic techniquesfirst order differential equationcoupled Lyapunov differential matrix equations

Mathematics Subject Classification ID

Stability of solutions to ordinary differential equations (34D20)

Related Items (9)

New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ Parallel computation of the solutions of coupled algebraic Lyapunov equations ⋮ An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds ⋮ Kronecker products and coupled matrix Riccati differential systems ⋮ 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 ⋮ An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems ⋮ An SOR implicit iterative algorithm for coupled Lyapunov equations

Cites Work

• Unnamed Item
• Practical computation of matrix functions
• Robust jump linear quadratic control: A mode stabilizing solution
• Boundary problems and periodic Riccati equations
• On the commutative class of linear time-varying systems
• Computing integrals involving the matrix exponential
• Matrix Differential Equations and Kronecker Products

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