A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations

Zhaolu Tian, Junxin Wang, Yinghui Dong, Zhongyun Liu. A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations. J. Franklin Institute, 357(6):3656-3679, 2020. [doi]

Abstract

Abstract is missing.