耦合Lyapunov矩阵方程的AOR迭代法（英文）

作者：张士君; 王世恒; 王珂^*

来源：数学季刊, 2021, 36(02): 141-148.

DOI：10.13371/j.cnki.chin.q.j.m.2021.02.003

An AOR(Accelerated Over-Relaxation) iterative method is suggested by introducing one more parameter than SOR(Successive Over-Relaxation) method for solving coupled Lyapunov matrix equations(CLMEs) that come from continuous-time Markovian jump linear systems. The proposed algorithm improves the convergence rate,which can be seen from the given illustrative examples. The comprehensive theoretical analysis of convergence and optimal parameter needs further investigation.

• 单位
  上海大学