Finite iterative algorithm for solving coupled Lyapunov equations appearing in continuous-time Markov jump linear systems.
Ai-Guo WuLin TongGuang-Ren DuanPublished in: Int. J. Syst. Sci. (2013)
Keyphrases
- linear systems
- dynamical systems
- sufficient conditions
- markov chain
- sparse linear systems
- objective function
- mathematical model
- learning algorithm
- algebraic equations
- markov processes
- dynamic programming
- np hard
- optimization algorithm
- control theory
- linear programming
- particle swarm optimization
- nearest neighbor
- multi objective
- k means
- support vector
- coefficient matrix
- optimal solution
- real time