A gradient-based iterative algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems

Autor: Liu Yaqiu, Zhao Hua-qi, Wang Kun

Publikováno v: Automatika, Vol 60, Iss 4, Pp 510-518 (2019)
Automatika : časopis za automatiku, mjerenje, elektroniku, računarstvo i komunikacije
Volume 60
Issue 4

In this paper, a new gradient-based iterative algorithm is proposed to solve the coupled Lyapunov matrix equations associated with continuous-time Markovian jump linear systems. A necessary and sufficient condition is established for the proposed gra

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https://doaj.org/article/5d14012311454ce096d9288308b80d81