The existence of a unique and bounded solution of the algebraic Riccati equation of multimodel estimation and control problems
DOI10.1016/0167-6911(88)90051-5zbMATH Open0658.93018OpenAlexW2090806747MaRDI QIDQ1111981FDOQ1111981
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
Recommendations
- Exact decomposition of the algebraic Riccati equation of deterministic multimodeling optimal control problems
- Existence of unmixed solutions of the discrete-time algebraic Riccati equation and a nonstrictly bounded real lemma
- The Algebraic Riccati Equation and Inequality for Systems with Uncontrollable Modes on the Imaginary Axis
- Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations
- On the solution of a class of algebraic matrix Riccati equation
Implicit function theorems, Jacobians, transformations with several variables (26B10) Singular perturbations for ordinary differential equations (34E15) Matrix equations and identities (15A24) Algebraic methods (93B25)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- A multimodel approach to stochastic Nash games
- Applications of Singular Perturbation Techniques to Control Problems
- Multimodel design of a Nash strategy
- Control strategies for decision makers using different models of the same system
- A multimodel approach to stochastic team problems
- Title not available (Why is that?)
- Near-optimal control of composite systems: The multi time-scale approach
- Multimodel strategies under random disturbances and imperfect partial observations
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
- Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems
- Recursive approach of optimal Kalman filtering problem for multiparameter singularly perturbed systems
This page was built for publication: The existence of a unique and bounded solution of the algebraic Riccati equation of multimodel estimation and control problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1111981)
