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    Implicit iterative algorithms for continuous Markovian jump Lyapunov equations

    Access Status
    Fulltext not available
    Authors
    Wu, A.
    Duan, G.
    Liu, Wan-Quan
    Date
    2016
    Type
    Journal Article
    
    Metadata
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    Citation
    Wu, A. and Duan, G. and Liu, W. 2016. Implicit iterative algorithms for continuous Markovian jump Lyapunov equations. IEEE Transactions on Automatic Control. 61 (10): pp. 3183-3189.
    Source Title
    IEEE Transactions on Automatic Control
    DOI
    10.1109/TAC.2015.2508884
    ISSN
    0018-9286
    School
    Department of Computing
    URI
    http://hdl.handle.net/20.500.11937/36844
    Collection
    • Curtin Research Publications
    Abstract

    © 2015 IEEE.In this technical note, implicit iterative algorithms with some tunable parameters are developed to solve the coupled Lyapunov matrix equations associated with continuous-time Markovian jump linear systems. A significant feature of the proposed algorithms is that the iterative sequences are updated by using not only the information in the last step, but also the information in the current step and the previous steps. Also the convergence rate of the proposed algorithms can be significantly improved by choosing appropriate parameters in the algorithms.

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