A gradient-based iterative algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems

Figures & data

Figure 1. The convergence performance of the proposed Algorithm 3.1 with different tuning parameters.

Figure 2. The convergence performance of the different gradient-based iterative algorithms.

Table 1. Comparison of the convergence performance for different iterative algorithms.

Iterative algorithms	1	2	3	4	5
Computational time	0.031658 s	0.030869 s	0.001228 s	0.002507 s	0.000103 s

Figure 3. The convergence performance of the different gradient-based iterative algorithms with high-dimensional system matrices.

Table 2. Comparison of the convergence performance of the Algorithms 2.1–3.1 with high-dimensional system matrices.

Iterative algorithms	1	2	3	4	5
Computational time	0.110253 s	0.008419 s	0.003658 s	0.003019 s	0.002395 s