An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems

Ai-Guo Wu, Hui-jie Sun, Wanquan Liu. An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems. Int. J. Systems Science, 51(14):2690-2702, 2020. [doi]

Abstract

Abstract is missing.