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.
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call