Stein iterations for the coupled discrete-time Riccati equations (Q1044505): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.na.2009.06.025 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1982333042 / rank
 
Normal rank

Revision as of 00:46, 20 March 2024

scientific article
Language Label Description Also known as
English
Stein iterations for the coupled discrete-time Riccati equations
scientific article

    Statements

    Stein iterations for the coupled discrete-time Riccati equations (English)
    0 references
    18 December 2009
    0 references
    Markovian jump linear systems (MJLS) are a class of models used to represent discrete jumps in continuous dynamics. This paper deals with iterative algorithms for computing solutions of a set of coupled algebraic Riccati equations that appears in quadratic optimal control problems for discrete-time MJLS. Two algorithms using decoupled Stein matrix equations are presented. A numerical example illustrates the proposed methods.
    0 references
    0 references
    Markovian jump linear system
    0 references
    Riccati matrix equation
    0 references
    Stein matrix equation
    0 references
    iterative method
    0 references
    discrete-time Riccati equations
    0 references
    positive definite solution
    0 references
    algorithm
    0 references
    quadratic optimal control problems
    0 references
    numerical example
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references