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5. An iterative algorithm based on positive operator for solving continuous-time stochastic Lyapunov eq

An iterative algorithm based on positive operator for solving continuous-time stochastic Lyapunov eq

来源 :The 6th International Conference on Optimization and Control | 被引量 : 0次 | 上传用户：jinglwwb33

【摘 要】

：

In this paper,an iterative algorithm is established for solving continuous-time coupled Lyapunov equations of It(o) stochastic systems with Markovian jump parameters.

【作 者】

：

Xiaomei Wang 

【机 构】

：

Shenzhen Graduate School,Harbin Institute of Technology

【出 处】

：

The 6th International Conference on Optimization and Control

【发表日期】

：

2015年5期

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　　In this paper,an iterative algorithm is established for solving continuous-time coupled Lyapunov equations of It(o) stochastic systems with Markovian jump parameters.

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