Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps

Applied Mathematics and Computation

Volumn 217, Issue 21, 2011, Pages 8179-8195

  Li, Zhao Yan ^a   Zhou, Bin ^a   Lam, James ^b   Wang, Yong ^a  

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Iteration; Jump system; Lyapunov equation; Markov process; Mean square stability; Positive operator; Stochastic system

Indexed keywords

ITERATION; JUMP SYSTEM; LYAPUNOV EQUATION; MEAN SQUARE STABILITY; POSITIVE OPERATOR;

ALGORITHMS; CONTINUOUS TIME SYSTEMS; CONVERGENCE OF NUMERICAL METHODS; DISCRETE TIME CONTROL SYSTEMS; LYAPUNOV FUNCTIONS; LYAPUNOV METHODS; MARKOV PROCESSES; MATHEMATICAL OPERATORS; MATRIX ALGEBRA; STOCHASTIC SYSTEMS;

ITERATIVE METHODS;

EID: 79956076188     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2011.01.031     Document Type: Article

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