Numerical solution of Lyapunov equations related to Markov jump linear systems

Tobias Damm; Kazuhiro Sato; Axel Vierling

doi:10.1002/nla.2113

Numerical solution of Lyapunov equations related to Markov jump linear systems

Numerical Linear Algebra with Applications ◽

10.1002/nla.2113 ◽

2017 ◽

Vol 25 (6) ◽

pp. e2113 ◽

Cited By ~ 1

Author(s):

Tobias Damm ◽

Kazuhiro Sato ◽

Axel Vierling

Keyword(s):

Numerical Solution ◽

Linear Systems ◽

Lyapunov Equations ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Numerical solution for the linear-quadratic control problem of Markov jump linear systems and a weak detectability concept

2001 European Control Conference (ECC) ◽

10.23919/ecc.2001.7076228 ◽

2001 ◽

Author(s):

Joao B. R. do Val ◽

Eduardo F. Costa

Keyword(s):

Control Problem ◽

Numerical Solution ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

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Finite iterative algorithm for solving coupled Lyapunov equations appearing in discrete-time Markov jump linear systems

IET Control Theory and Applications ◽

10.1049/iet-cta.2010.0147 ◽

2010 ◽

Vol 4 (10) ◽

pp. 2223-2231 ◽

Cited By ~ 10

Author(s):

L. Tong ◽

G.-R. Duan ◽

A.-G. Wu

Keyword(s):

Linear Systems ◽

Iterative Algorithm ◽

Discrete Time ◽

Lyapunov Equations ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Numerical Solution for Linear-Quadratic Control Problems of Markov Jump Linear Systems and Weak Detectability Concept

Journal of Optimization Theory and Applications ◽

10.1023/a:1015412121001 ◽

2002 ◽

Vol 114 (1) ◽

pp. 69-96 ◽

Cited By ~ 11

Author(s):

J.B.R. Do Val ◽

E.F. Costa

Keyword(s):

Numerical Solution ◽

Linear Systems ◽

Control Problems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Quadratic Control Problems

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Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems

International Journal of Systems Science ◽

10.1080/00207721.2012.684900 ◽

2013 ◽

Vol 44 (11) ◽

pp. 2082-2093 ◽

Cited By ~ 7

Author(s):

Ai-Guo Wu ◽

Lin Tong ◽

Guang-Ren Duan

Keyword(s):

Linear Systems ◽

Iterative Algorithm ◽

Continuous Time ◽

Lyapunov Equations ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Positive Markov Jump Linear Systems

10.1561/9781680830972 ◽

2015 ◽

Cited By ~ 1

Author(s):

Paolo Bolzern ◽

Patrizio Colaneri

Keyword(s):

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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On uniform convergence in Markov jump linear systems problems and the Kolmogorov forward equation

Proceedings of the 2004 American Control Conference ◽

10.23919/acc.2004.1383847 ◽

2004 ◽

Author(s):

J. Baczynski ◽

M.D. Fragoso

Keyword(s):

Uniform Convergence ◽

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Forward Equation ◽

Markov Jump Linear Systems ◽

Kolmogorov Forward Equation

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Robust stability and stabilization of discrete-time infinite Markov jump linear systems

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074904 ◽

2009 ◽

Cited By ~ 1

Author(s):

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Robust Stability ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Stability And Stabilization ◽

Robust Stability And Stabilization

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Robust stability and stabilization of continuous-time infinite Markov jump linear systems

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074902 ◽

2009 ◽

Cited By ~ 2

Author(s):

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Robust Stability ◽

Continuous Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Stability And Stabilization ◽

Robust Stability And Stabilization

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Stochastic stability of positive Markov jump linear systems with fixed dwell time

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2021.101014 ◽

2021 ◽

Vol 40 ◽

pp. 101014

Author(s):

Jie Lian ◽

Renke Wang

Keyword(s):

Linear Systems ◽

Stochastic Stability ◽

Dwell Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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State estimation for discrete-time Markov jump linear systems with multiplicative noises and delayed mode measurements

Digital Signal Processing ◽

10.1016/j.dsp.2014.04.002 ◽

2014 ◽

Vol 30 ◽

pp. 27-36 ◽

Cited By ~ 8

Author(s):

Wei Liu ◽

Guangzhen Hu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems

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