Title :
A new iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems
Author :
Tong Lin ; Wu Ai-Guo ; Duan Guang-Ren
Author_Institution :
Shenzhen Grad. Sch., Harbin Inst. of Technol., Shenzhen, China
Abstract :
An iterative algorithm for solving coupled algebraic Lyapunov equations appearing in continuous-time linear systems with Markovian transitions is established. The algorithm is computationally efficient since it can obtain the solution within finite steps in absence of round-off errors.
Keywords :
Lyapunov methods; Markov processes; continuous time systems; control system synthesis; iterative methods; linear systems; continuous-time Markov jump linear systems; coupled algebraic Lyapunov equations; iterative algorithm; Convergence; Electronic mail; Equations; Iterative methods; Linear systems; Markov processes; Mathematical model; Coupled Lyapunov Matrix Equation; Iterative Algorithm; Markovian Transition Matrix;
Conference_Titel :
Control Conference (CCC), 2010 29th Chinese
Conference_Location :
Beijing
Print_ISBN :
978-1-4244-6263-6
