The existence of a unique and bounded solution of the algebraic Riccati equation of multimodel estimation and control problems

DOI10.1016/0167-6911(88)90051-5MaRDI QIDQ1111981zbMATH OpenOpenAlexFDO

Authors Zoran Gajic

Publication date 1988

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(88)90051-5

zbMATH Keywords

algebraic matrix Riccati equationexistence of a unique and bounded solutionmultimodeling

Mathematics Subject Classification ID

Implicit function theorems, Jacobians, transformations with several variables (26B10) Singular perturbations for ordinary differential equations (34E15) Matrix equations and identities (15A24) Algebraic methods (93B25)

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Cites work

• scientific article; zbMATH DE number 3678541 (Why is no real title available?)
• scientific article; zbMATH DE number 3758150 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• A multimodel approach to stochastic Nash games
• A multimodel approach to stochastic team problems
• Applications of Singular Perturbation Techniques to Control Problems
• Control strategies for decision makers using different models of the same system
• Multimodel design of a Nash strategy
• Multimodel strategies under random disturbances and imperfect partial observations
• Near-optimal control of composite systems: The multi time-scale approach

Cited in

(6)

• New results for near-optimal control of linear multiparameter singularly perturbed systems.
• A new approach to robust guaranteed cost control for uncertain multimodeling systems
• Exact decomposition of the algebraic Riccati equation of deterministic multimodeling optimal control problems
• Near-optimal control for multiparameter singularly perturbed stochastic systems
• Recursive approach of optimal Kalman filtering problem for multiparameter singularly perturbed systems
• Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems

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