A gradient-based iterative algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
| Autor: | Liu Yaqiu, Zhao Hua-qi, Wang Kun |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2019 |
| Předmět: |
Lyapunov function
0209 industrial biotechnology General Computer Science Iterative method iterative algorithms lcsh:Automation MathematicsofComputing_NUMERICALANALYSIS lcsh:Control engineering systems. Automatic machinery (General) 02 engineering and technology Markovian jump symbols.namesake lcsh:TJ212-225 020901 industrial engineering & automation continuous-time Markovian jump systems 0202 electrical engineering electronic engineering information engineering Applied mathematics lcsh:T59.5 Coupled Lyapunov matrix equations Lyapunov matrix Mathematics 020208 electrical & electronic engineering Markovian jump linear systems Control and Systems Engineering Gradient based algorithm symbols |
| Zdroj: | Automatika, Vol 60, Iss 4, Pp 510-518 (2019) Automatika : časopis za automatiku, mjerenje, elektroniku, računarstvo i komunikacije Volume 60 Issue 4 |
| ISSN: | 1848-3380 0005-1144 |
| Popis: | 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 gradient-based iterative algorithm to be convergent. In addition, the optimal value of the tunable parameter achieving the fastest convergence rate of the proposed algorithm is given explicitly. Finally, some numerical simulations are given to validate the obtained theoretical results. |
| Databáze: | OpenAIRE |
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