Properties of the Lyapunov Iteration for Coupled Riccati Equations in Jump Linear Systems

Ivan G. Ivanov. Properties of the Lyapunov Iteration for Coupled Riccati Equations in Jump Linear Systems. In Todor Boyanov, Stefka Dimova, Krassimir Georgiev, Geno Nikolov, editors, Numerical Methods and Applications, 6th International Conference, NMA 2006, Borovets, Bulgaria, August 20-24, 2006. Revised Papers. Volume 4310 of Lecture Notes in Computer Science, pages 599-606, Springer, 2006. [doi]

Abstract

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