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

Autor:	Wang Kun, Liu Yaqiu, Zhao Huaqi
Jazyk:	angličtina
Rok vydání:	2019
Předmět:	Coupled Lyapunov matrix equations iterative algorithms continuous-time Markovian jump systems Control engineering systems. Automatic machinery (General) TJ212-225 Automation T59.5
Zdroj:	Automatika, Vol 60, Iss 4, Pp 510-518 (2019)
Druh dokumentu:	article
ISSN:	0005-1144 1848-3380 00051144
DOI:	10.1080/00051144.2019.1652406
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:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/5d14012311454ce096d9288308b80d81 Zobrazit plný text záznamu View record in DOAJ