@inproceedings{1fee10c02f78463f81c04cf87aeb7859,
title = "Explicit iterative algorithms for continuous coupled Lyapunov matrix equations",
abstract = "Two explicit iterative algorithms are developed in this paper for solving continuous coupled Lyapunov matrix equations. By introducing a tunable parameter, the considered matrix equations are transformed into the Kalman-Yakubovich matrix equations. Further, based on the obtained equations, an explicit iterative algorithm is constructed to solve the coupled Lyapunov matrix equations. In addition, by using the latest estimation an improved iterative algorithm is proposed. Some convergence results are obtained for the presented improved iterative algorithm. It is shown that the convergence performance of the proposed algorithms can be significantly improved if the tunable parameter can be properly chosen. Finally, a numerical example is given to show the merit of the presented algorithms.",
keywords = "Coupled Lyapunov Matrix Equation, Iterative Algorithm, Markovian Jump Linear Systems",
author = "Wu, \{Wan Qi\} and Sun, \{Hui Jie\} and Lin, \{Hang Qing\} and Ying Zhang",
note = "Publisher Copyright: {\textcopyright} 2017 Technical Committee on Control Theory, CAA.; 36th Chinese Control Conference, CCC 2017 ; Conference date: 26-07-2017 Through 28-07-2017",
year = "2017",
month = sep,
day = "7",
doi = "10.23919/ChiCC.2017.8027355",
language = "英语",
series = "Chinese Control Conference, CCC",
publisher = "IEEE Computer Society",
pages = "274--277",
editor = "Tao Liu and Qianchuan Zhao",
booktitle = "Proceedings of the 36th Chinese Control Conference, CCC 2017",
address = "美国",
}