Numerical Solution of the Discrete-Time Coupled Algebraic Riccati Equations
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Publication:3615672
DOI10.1007/978-3-642-00464-3_34zbMath1233.65029OpenAlexW1633066841MaRDI QIDQ3615672
Publication date: 24 March 2009
Published in: Lecture Notes in Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-00464-3_34
numerical solutiondiscrete-time coupled algebraic Riccati equationssymmetric solutioniterationscompare solversStein equartion
Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10) Iterative numerical methods for linear systems (65F10)
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Cites Work
- Stein iterations for the coupled discrete-time Riccati equations
- Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations
- Stability results for discrete-time linear systems with Markovian jumping parameters
- Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
- Solutions for the linear-quadratic control problem of Markov jump linear systems
- A method to solve the discrete-time coupled algebraic Riccati equations
- Lyapunov iterations for optimal control of jump linear systems at steady state
- LMI optimization for nonstandard Riccati equations arising in stochastic control
- Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations