An SOR-type algorithm based on IO iteration for solving coupled discrete Markovian jump Lyapunov equations
نویسندگان
چکیده
In this paper, based on the inner-outer (IO) iteration framework [17], by introducing some tunable parameters, an SOR-type IO (SIO) method is proposed for solving Sylvester matrix equation and coupled Lyapunov equations (CLMEs) in discrete-time jump linear systems with Markovian transitions. Fisrtly, SIO algorithm discrete developed, its convergence property analyzed choices of parameters are also discussed. Next, used to solve CLMEs. Moreover, using latest estimations, a current-estimation-based (CSIO) algorithms constructed CLMEs, respectively. The boundedness monotonicity sequence derived from zero initial conditions established. Finally, several numerical examples implemented illustrate superiorities algorithms.
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ژورنال
عنوان ژورنال: Filomat
سال: 2021
ISSN: ['2406-0933', '0354-5180']
DOI: https://doi.org/10.2298/fil2111781t