Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations

DOI10.1007/PL00009849zbMath0928.93047MaRDI QIDQ1293213

R. P. Marques, Oswaldo L. V. Costa

Publication date: 28 June 1999

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

zbMATH Keywords

\(H_\infty\)-controlmaximal solutiondiscrete-time coupled algebraic Riccati equationsquadratic optimal controlMarkovian jump linear systemsLMI optimization

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Matrix equations and identities (15A24) Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15)

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