Parallel algorithm for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems

A parallel iterative scheme for solving coupled algebraic Lyapunov equations of discrete-time jump linear systems with Markovian transitions is introduced. The algorithm is computationally efficient since it operates on reduced-order decoupled algebraic discrete Lyapunov equations. Furthermore, the...

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Bibliographic Details
Published in:	Computers & mathematics with applications (1987) Vol. 30; no. 7; pp. 1 - 4
Main Authors:	Borno, I., Gajic, Z.
Format:	Journal Article
Language:	English
Published:	Oxford Elsevier Ltd 01.10.1995 Elsevier
Subjects:	Algorithms for functional approximation Coupled Lyapunov equations Discretetime systems Exact sciences and technology Jump linear systems Mathematical methods in physics Mathematics Methods of scientific computing (including symbolic computation, algebraic computation) Numerical analysis Numerical analysis. Scientific computation Numerical approximation and analysis Numerical linear algebra Parallel algorithms Physics Sciences and techniques of general use Jump linear systems Parallel algorithms Discretetime systems Coupled Lyapunov equations Algebraic equation Parallel algorithm Linear system Lyapunov equation Discrete time Equation system
ISSN:	0898-1221, 1873-7668
Online Access:	Get full text
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