Izvorni znanstveni članak
https://doi.org/10.1080/00051144.2019.1652406
A gradient-based iterative algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
Wang Kun
; College of Information and Computer Engineering, Northeast Forestry University, Harbin, People’s Republic of China
Liu Yaqiu
; College of Information and Computer Engineering, Northeast Forestry University, Harbin, People’s Republic of China
Zhao Huaqi
; College of Information and Electronic Technology, Jiamusi University, Jiamusi, People’s Republic of China
Sažetak
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.
Ključne riječi
Coupled Lyapunov matrix equations; iterative algorithms; continuous-time Markovian jump systems.
Hrčak ID:
239837
URI
Datum izdavanja:
5.9.2019.
Posjeta: 549 *