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]

@article{TianWDL20,
  title = {A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations},
  author = {Zhaolu Tian and Junxin Wang and Yinghui Dong and Zhongyun Liu},
  year = {2020},
  doi = {10.1016/j.jfranklin.2020.02.026},
  url = {https://doi.org/10.1016/j.jfranklin.2020.02.026},
  researchr = {https://researchr.org/publication/TianWDL20},
  cites = {0},
  citedby = {0},
  journal = {J. Franklin Institute},
  volume = {357},
  number = {6},
  pages = {3656-3679},
}