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

DOI10.1007/PL00009849zbMATH Open0928.93047MaRDI QIDQ1293213FDOQ1293213

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)

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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)

Cited In (19)

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

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