Numerical solution of Lyapunov equations related to Markov jump linear systems.
Tobias DammKazuhiro SatoAxel VierlingPublished in: Numer. Linear Algebra Appl. (2018)
Keyphrases
- numerical solution
- linear systems
- dynamical systems
- sufficient conditions
- linear equations
- differential equations
- difference equations
- partial differential equations
- finite difference
- boundary value problem
- sparse linear systems
- ordinary differential equations
- finite element
- state space
- search algorithm
- linear combination
- simulated annealing
- search space