A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations |
| |
| Authors: | Zhaolu Tian Xukuan Li Tongyang Xu Zhongyun Liu |
| |
| Institution: | 1. College of Applied Mathematics, Shanxi University of Finance and Economics, Taiyuan 030006, PR China;2. College of Information, Shanxi University of Finance and Economics, Taiyuan 030006, PR China;3. School of Mathematics and Statistics, Changsha University of Science and Technology, Changsha 410076, PR China;1. College of Information Science and Engineering, Northeastern University, Shenyang 110819, PR China;2. State Key Laboratory of Synthetical Automation for Process Industries (Northeastern University), Shenyang 110819, PR China;1. School of Control Science and Engineering, Dalian University of Technology, Dalian 116023, China;2. State Key Laboratory of Synthetical Automation for Process Industries, Northeastern University, Shenyang 110004, China;1. Smart Energy Systems Research Group, School of Engineering, Edith Cowan University, Australia;2. Department of Mechanical Engineering, School of Engineering, The University of Melbourne, Australia;1. Building 35B, Harbin Engineering University, Harbin, China;2. Ingkarni Wardli Building, North Terrace campus, The University of Adelaide, Adelaide, Australia;3. Building 61, Harbin Engineering University, Harbin, China |
| |
| Abstract: | In this paper, combining the multi-step Smith-inner-outer (MSIO) iteration framework with some tunable parameters, a relaxed MSIO iteration method is proposed for solving the Sylvester matrix equation and coupled Lyapunov matrix equations (CLMEs) in the discrete-time jump linear systems with Markovian transitions. The convergence properties of the relaxed MSIO iteration method are investigated, and the choices of the parameters are also discussed. In order to accelerate the convergence rate of the relaxed MSIO iteration method for solving the CLMEs, a current-estimation-based and a weighted relaxed MSIO iteration algorithms are presented, respectively. Finally, several numerical examples are given to verify the superiorities of the proposed relaxed algorithms. |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
