An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations
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Publication:4638047
DOI10.1080/00207721.2017.1407009zbMath1385.93075OpenAlexW2773586218MaRDI QIDQ4638047
Ying Zhang, Ai-guo Wu, Hui-Jie Sun
Publication date: 3 May 2018
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2017.1407009
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Related Items (3)
Parametric Smith iterative algorithms for discrete Lyapunov matrix equations ⋮ Two iterative algorithms for stochastic algebraic Riccati matrix equations ⋮ Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems
Cites Work
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