Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations

Computers and Mathematics with Applications

Volumn 56, Issue 12, 2008, Pages 3070-3078

  Zhou, Bin ^a   Lam, James ^b   Duan, Guang Ren ^a  

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Convergence rate; Discrete time; Gradient; Iteration; Lyapunov equations; Markov jump linear systems

Indexed keywords

ALGORITHMS; CONTINUOUS TIME SYSTEMS; ITERATIVE METHODS; LINEAR EQUATIONS; LINEAR SYSTEMS; LYAPUNOV FUNCTIONS; LYAPUNOV METHODS; NUMBER THEORY; SOLUTIONS; STOCHASTIC CONTROL SYSTEMS; SYSTEM STABILITY; TELECOMMUNICATION NETWORKS; TRAJECTORIES;

CONVERGENCE RATE; DISCRETE-TIME; GRADIENT; ITERATION; LYAPUNOV EQUATIONS; MARKOV JUMP LINEAR SYSTEMS;

CONVERGENCE OF NUMERICAL METHODS;

EID: 55649083103     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2008.07.037     Document Type: Article

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