Numerical computation of cross-coupled algebraic Riccati equations related to \(H_{\infty}\)-constrained LQG control problem (Q928090)
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scientific article; zbMATH DE number 5286434
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| English | Numerical computation of cross-coupled algebraic Riccati equations related to \(H_{\infty}\)-constrained LQG control problem |
scientific article; zbMATH DE number 5286434 |
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Numerical computation of cross-coupled algebraic Riccati equations related to \(H_{\infty}\)-constrained LQG control problem (English)
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11 June 2008
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state and output feedback \(H_{\infty }\)-constrained LQG control problem
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cross-coupled algebraic Riccati equation (CARE)
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Newton's method
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Newton-Kantorovich theorem
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reduced-order algorithm
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0.863602876663208
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0.8223268389701843
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