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

Wang Kun,Liu Yaqiu,Zhao Hua-qi

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

2019

Wang Kun
Liu Yaqiu
Zhao Hua-qi

ABSTRACTIn 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...

Keywords:

Iterative method
Jump
Engineering
Control theory
Matrix (mathematics)
Lyapunov function
Linear system
Markov process
markovian jump linear systems
lyapunov matrix
markovian jump
gradient based algorithm

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