A gradient-based iterative algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
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....
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2019-10-01
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| Series: | Automatika |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/00051144.2019.1652406 |