Abstract
In this paper, the convergence characterization of a special implicit iterative algorithm with a tuning parameter for continuous coupled Markov jump Lyapunov matrix equation is investigated. First, a necessary condition for the convergence of the iterative algorithm is given. Then, a necessary and sufficient condition is proposed and the optimal tuning parameter such that the algorithm has the fastest convergence rate is analyzed in two cases according to the distribution of eigenvalues. Finally, a numerical example is given to illustrate the effectiveness of the algorithm and the effects of different tuning parameters.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.