Implicit iterative algorithms for continuous Markovian jump Lyapunov equations
© 2015 IEEE.In this technical note, implicit iterative algorithms with some tunable parameters are developed to solve the coupled Lyapunov matrix equations associated with continuous-time Markovian jump linear systems. A significant feature of the proposed algorithms is that the iterative sequences...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Institute of Electrical and Electronics Engineers
2016
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| Online Access: | http://hdl.handle.net/20.500.11937/36844 |