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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Computers & mathematics with applications (1987) Jg. 30; H. 7; S. 1 - 4
Hauptverfasser: Borno, I., Gajic, Z.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Oxford Elsevier Ltd 01.10.1995
Elsevier
Schlagworte:
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-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung: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 solutions at every iteration are computed by elementary matrix operations. Hence, the number of operations is minimal. Monotonicity of convergence is established under the existence conditions of unique positive solutions.
ISSN:0898-1221
1873-7668
DOI:10.1016/0898-1221(95)00119-J