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oaioai:hrcak.srce.hr:239837

A gradient-based iterative algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems

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Publication date
1 January 2019
Publisher
KoREMA - Croatian Society for Communications, Computing, Electronics, Measurement and Control
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    Abstract

    In this paper, a new gradient-based iterative algorithm is proposed to solve the coupled Lyapunov matrix equations associated with continuous-time Markovian jump linear systems. A necessary and sufficient condition is established for the proposed gradient-based iterative algorithm to be convergent. In addition, the optimal value of the tunable parameter achieving the fastest convergence rate of the proposed algorithm is given explicitly. Finally, some numerical simulations are given to validate the obtained theoretical results

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    Last time updated on 10/12/2021

    This paper was published in HRČAK - Portal of Croatian Scientific and Professional Journals.

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