Implicit iterative algorithms for continuous Markovian jump Lyapunov equations
MetadataShow full item record
© 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.
Showing items related by title, author, creator and subject.
Adaptive antenna array beamforming using a concatenation of recursive least square and least mean square algorithmsSrar, Jalal Abdulsayed (2011)In recent years, adaptive or smart antennas have become a key component for various wireless applications, such as radar, sonar and cellular mobile communications including worldwide interoperability for microwave ...
Huo, Jia Q. (1999)Adaptive filters have found applications in many signal processing problems. In some situations, linear constraints are imposed on the filter weights such that the filter is forced to exhibit a certain desired response. ...
Kulanoot, Araya (2000)The Knapsack Problems are among the simplest integer programs which are NP-hard. Problems in this class are typically concerned with selecting from a set of given items, each with a specified weight and value, a subset ...