Title
Implicit iterative algorithms for continuous Markovian jump Lyapunov equations
Abstract
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. © 2015 IEEE.
Year
DOI
Venue
2016
10.1109/TAC.2015.2508884
IEEE Transactions on Automatic Control
Keywords
Field
DocType
Mathematical model,Standards,Linear systems,Iterative algorithms,Convergence,Stability analysis
Lyapunov function,Markovian jump linear systems,Lyapunov equation,Mathematical optimization,Technical note,Control theory,Algorithm,Markovian jump,Lyapunov redesign,Rate of convergence,Lyapunov exponent,Mathematics
Journal
Volume
Issue
ISSN
61
10
0018-9286
Citations 
PageRank 
References 
5
0.53
4
Authors
3
Name
Order
Citations
PageRank
Ai-Guo Wu125737.64
Guang-Ren Duan21735177.31
Wanquan Liu362981.29