An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems (Q5026563): Difference between revisions

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scientific article; zbMATH DE number 7470703

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English	An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems	scientific article; zbMATH DE number 7470703

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instance of

scholarly article

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title

An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems (English)

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published in

International Journal of Systems Science

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publication date

8 February 2022

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zbMATH Keywords

coupled Riccati matrix equation

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iterative algorithms

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continuous-time Markovian jump systems

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full work available at URL

https://doi.org/10.1080/00207721.2020.1800130

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cites work

On controlability of linear systems with stochastic jump parameters

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Solution and asymptotic behavior of coupled Riccati equations in jump linear systems

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An exact line search method for solving generalized continuous-time algebraic Riccati equations

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Axiomatisations of the average and a further generalisation of monotonic sequences

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Recursive Robust Regulator for Discrete-Time Markovian Jump Linear Systems

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On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems

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An algorithm for solving a perturbed algebraic Riccati equation

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Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis

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Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems

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A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

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Lyapunov iterations for optimal control of jump linear systems at steady state

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On Hermitian Solutions of the Symmetric Algebraic Riccati Equation

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Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control

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Comparison Theorems for Matrix Riccati Equations

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Numerical solution of the state dependent noise problem

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A Schur method for solving algebraic Riccati equations

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On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations

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On Kalman-Consensus Filtering With Random Link Failures Over Sensor Networks

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Event-Based Distributed Filtering Over Markovian Switching Topologies

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Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control

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A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations

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Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system

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On a Matrix Riccati Equation of Stochastic Control

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New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations

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Implicit Iterative Algorithms for Continuous Markovian Jump Lyapunov Equations

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A novel iterative algorithm for solving coupled Riccati equations

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Identifiers

zbMATH Open document ID

1483.93614

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DOI

10.1080/00207721.2020.1800130

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5026563

@@ Property / cites work @@
+On controlability of linear systems with stochastic jump parameters
+Normal rank
@@ Property / cites work @@
+Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
+Normal rank
@@ Property / cites work @@
+An exact line search method for solving generalized continuous-time algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+Axiomatisations of the average and a further generalisation of monotonic sequences
+Normal rank
@@ Property / cites work @@
+Recursive Robust Regulator for Discrete-Time Markovian Jump Linear Systems
+Normal rank
@@ Property / cites work @@
+On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems
+Normal rank
@@ Property / cites work @@
+An algorithm for solving a perturbed algebraic Riccati equation
+Normal rank
@@ Property / cites work @@
+Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis
+Normal rank
@@ Property / cites work @@
+Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
+Normal rank
@@ Property / cites work @@
+A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters
+Normal rank
@@ Property / cites work @@
+Lyapunov iterations for optimal control of jump linear systems at steady state
+Normal rank
@@ Property / cites work @@
+On Hermitian Solutions of the Symmetric Algebraic Riccati Equation
+Normal rank
@@ Property / cites work @@
+Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
+Normal rank
@@ Property / cites work @@
+Comparison Theorems for Matrix Riccati Equations
@@ Property / cites work: Comparison Theorems for Matrix Riccati Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical solution of the state dependent noise problem
+Normal rank
@@ Property / cites work @@
+A Schur method for solving algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+On Kalman-Consensus Filtering With Random Link Failures Over Sensor Networks
+Normal rank
@@ Property / cites work @@
+Event-Based Distributed Filtering Over Markovian Switching Topologies
+Normal rank
@@ Property / cites work @@
+Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control
+Normal rank
@@ Property / cites work @@
+A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations
+Normal rank
@@ Property / cites work @@
+Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system
+Normal rank
@@ Property / cites work @@
+On a Matrix Riccati Equation of Stochastic Control
+Normal rank
@@ Property / cites work @@
+New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations
+Normal rank
@@ Property / cites work @@
+Implicit Iterative Algorithms for Continuous Markovian Jump Lyapunov Equations
+Normal rank
@@ Property / cites work @@
+A novel iterative algorithm for solving coupled Riccati equations
+Normal rank