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 |
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Institute of Electrical and Electronics Engineers
2016
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| Online Access: | http://hdl.handle.net/20.500.11937/36844 |
| _version_ | 1848754883918823424 |
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| author | Wu, A. Duan, G. Liu, Wan-Quan |
| author_facet | Wu, A. Duan, G. Liu, Wan-Quan |
| author_sort | Wu, A. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | © 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 are updated by using not only the information in the last step, but also the information in the current step and the previous steps. Also the convergence rate of the proposed algorithms can be significantly improved by choosing appropriate parameters in the algorithms. |
| first_indexed | 2025-11-14T08:47:30Z |
| format | Journal Article |
| id | curtin-20.500.11937-36844 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:47:30Z |
| publishDate | 2016 |
| publisher | Institute of Electrical and Electronics Engineers |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-368442017-09-13T15:21:52Z Implicit iterative algorithms for continuous Markovian jump Lyapunov equations Wu, A. Duan, G. Liu, Wan-Quan © 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 are updated by using not only the information in the last step, but also the information in the current step and the previous steps. Also the convergence rate of the proposed algorithms can be significantly improved by choosing appropriate parameters in the algorithms. 2016 Journal Article http://hdl.handle.net/20.500.11937/36844 10.1109/TAC.2015.2508884 Institute of Electrical and Electronics Engineers restricted |
| spellingShingle | Wu, A. Duan, G. Liu, Wan-Quan Implicit iterative algorithms for continuous Markovian jump Lyapunov equations |
| title | Implicit iterative algorithms for continuous Markovian jump Lyapunov equations |
| title_full | Implicit iterative algorithms for continuous Markovian jump Lyapunov equations |
| title_fullStr | Implicit iterative algorithms for continuous Markovian jump Lyapunov equations |
| title_full_unstemmed | Implicit iterative algorithms for continuous Markovian jump Lyapunov equations |
| title_short | Implicit iterative algorithms for continuous Markovian jump Lyapunov equations |
| title_sort | implicit iterative algorithms for continuous markovian jump lyapunov equations |
| url | http://hdl.handle.net/20.500.11937/36844 |