File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1016/j.camwa.2007.04.031
- Scopus: eid_2-s2.0-37649024692
- WOS: WOS:000253660200021
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: Iterative solutions of coupled discrete Markovian jump Lyapunov equations
Title | Iterative solutions of coupled discrete Markovian jump Lyapunov equations |
---|---|
Authors | |
Keywords | Discrete-Time Systems Lyapunov Equations Markovian Systems |
Issue Date | 2008 |
Publisher | Pergamon. The Journal's web site is located at http://www.elsevier.com/locate/camwa |
Citation | Computers And Mathematics With Applications, 2008, v. 55 n. 4, p. 843-850 How to Cite? |
Abstract | In this paper, two iterative methods are given to solve coupled discrete Markovian jump Lyapunov equations arising from the stability analysis of discrete-time Markovian jump systems. When such equations have unique positive definite solutions, a sufficient condition for the convergence of iterates for one iterative method is derived. When such equations only have unique solutions, but not necessarily positive definite, the above iterative method may fail and an alterative iterative method is provided by using the solutions of discrete-time Lyapunov equations as its intermediate steps. A sufficient condition is also presented for the convergence of the iterates. © 2007 Elsevier Ltd. All rights reserved. |
Persistent Identifier | http://hdl.handle.net/10722/156933 |
ISSN | 2023 Impact Factor: 2.9 2023 SCImago Journal Rankings: 0.949 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Wang, Q | en_US |
dc.contributor.author | Lam, J | en_US |
dc.contributor.author | Wei, Y | en_US |
dc.contributor.author | Chen, T | en_US |
dc.date.accessioned | 2012-08-08T08:44:36Z | - |
dc.date.available | 2012-08-08T08:44:36Z | - |
dc.date.issued | 2008 | en_US |
dc.identifier.citation | Computers And Mathematics With Applications, 2008, v. 55 n. 4, p. 843-850 | en_US |
dc.identifier.issn | 0898-1221 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/156933 | - |
dc.description.abstract | In this paper, two iterative methods are given to solve coupled discrete Markovian jump Lyapunov equations arising from the stability analysis of discrete-time Markovian jump systems. When such equations have unique positive definite solutions, a sufficient condition for the convergence of iterates for one iterative method is derived. When such equations only have unique solutions, but not necessarily positive definite, the above iterative method may fail and an alterative iterative method is provided by using the solutions of discrete-time Lyapunov equations as its intermediate steps. A sufficient condition is also presented for the convergence of the iterates. © 2007 Elsevier Ltd. All rights reserved. | en_US |
dc.language | eng | en_US |
dc.publisher | Pergamon. The Journal's web site is located at http://www.elsevier.com/locate/camwa | en_US |
dc.relation.ispartof | Computers and Mathematics with Applications | en_US |
dc.subject | Discrete-Time Systems | en_US |
dc.subject | Lyapunov Equations | en_US |
dc.subject | Markovian Systems | en_US |
dc.title | Iterative solutions of coupled discrete Markovian jump Lyapunov equations | en_US |
dc.type | Article | en_US |
dc.identifier.email | Lam, J:james.lam@hku.hk | en_US |
dc.identifier.authority | Lam, J=rp00133 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1016/j.camwa.2007.04.031 | en_US |
dc.identifier.scopus | eid_2-s2.0-37649024692 | en_US |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-37649024692&selection=ref&src=s&origin=recordpage | en_US |
dc.identifier.volume | 55 | en_US |
dc.identifier.issue | 4 | en_US |
dc.identifier.spage | 843 | en_US |
dc.identifier.epage | 850 | en_US |
dc.identifier.isi | WOS:000253660200021 | - |
dc.publisher.place | United Kingdom | en_US |
dc.identifier.scopusauthorid | Wang, Q=7406912110 | en_US |
dc.identifier.scopusauthorid | Lam, J=7201973414 | en_US |
dc.identifier.scopusauthorid | Wei, Y=35325769700 | en_US |
dc.identifier.scopusauthorid | Chen, T=7405544728 | en_US |
dc.identifier.issnl | 0898-1221 | - |