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

DOI10.1007/PL00009849MaRDI QIDQ1293213zbMATH OpenFDO

Authors R. P. Marques, Oswaldo Luiz V. Costa

Publication date 28 June 1999

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

zbMATH Keywords

maximal solutionMarkovian jump linear systemsquadratic optimal controlLMI optimization\(H_\infty\)-controldiscrete-time coupled algebraic Riccati equations

Mathematics Subject Classification ID

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

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Cited in

(19)

• Iterative algorithm for solving a system of nonlinear matrix equations
• Stein iterations for the coupled discrete-time Riccati equations
• Successive over relaxation for model-free LQR control of discrete-time Markov jump systems
• Accelerated LMI solvers for the maximal solution to a set of discrete-time algebraic Riccati equations
• Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems
• Newton's method for coupled continuous-time algebraic Riccati equations
• New matrix bounds, an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation
• Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations
• Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems
• Optimal stationary state estimation over multiple Markovian packet drop channels
• Modelling and optimal control of networked systems with stochastic communication protocols.
• On the iterative method for the system of nonlinear matrix equations
• A new iteration to coupled discrete-time generalized Riccati equations
• Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations
• Numerical Solution of the Discrete-Time Coupled Algebraic Riccati Equations
• A method to solve the discrete-time coupled algebraic Riccati equations
• Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters
• On the maximal solution of the conjugate discrete-time algebraic Riccati equation
• Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems

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