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Journal of Automation and Information Sciences

Выходит 12 номеров в год

ISSN Печать: 1064-2315

ISSN Онлайн: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

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Optimization Procedure for Solution of the Generalized Silvester Matrix Equation

Том 31, Выпуск 4-5, 1999, pp. 43-56
DOI: 10.1615/JAutomatInfScien.v31.i4-5.70
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Краткое описание

The problem of examination of stability of a system of linear stochastic differential equations with Poisson switchings (the lto-Skorokhod model) is reduced to the problem of solution of the generalized Silvester equation in a class of additionally defined matrices by the methods of dynamic programming. An iterative procedure is proposed for solving the generalized Silvester matrix equation.

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