A Successive over Relaxation Implicit Iterative Algorithm for Solving Stochastic Linear Systems with Markov Jumps
In order to solve continuous stochastic Lyapunov equations, a novel implicit iterative algorithm is presented by means of successive over relaxation (SOR) iteration in this article. Throughout this method, three tuning parameters are added for the improvement of the convergence rate. It is shown tha...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-04-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/7/1080 |