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]

@article{WuSL20-5,
  title = {An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems},
  author = {Ai-Guo Wu and Hui-jie Sun and Wanquan Liu},
  year = {2020},
  doi = {10.1080/00207721.2020.1800130},
  url = {https://doi.org/10.1080/00207721.2020.1800130},
  researchr = {https://researchr.org/publication/WuSL20-5},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Systems Science},
  volume = {51},
  number = {14},
  pages = {2690-2702},
}