The iterative solution to discrete-time \(H_\infty\) control problems for periodic systems

DOI10.3390/a9010020zbMath1461.93290OpenAlexW2294292431MaRDI QIDQ1736775

Boryana C. Bogdanova, Ivan Ganchev Ivanov

Publication date: 26 March 2019

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a9010020

zbMATH Keywords

periodic systemsgeneralized Riccati equationstabilizing solution\(H_\infty\) optimal control problem

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Optimal stochastic control (93E20) Numerical aspects of recurrence relations (65Q30)

Cites Work

• Unnamed Item
• Unnamed Item
• Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems
• Periodic systems. Filtering and control
• An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
• Differential periodic Riccati equations: Existence and uniqueness of nonnegative definite solutions
• Matrix Riccati equations in control and systems theory
• A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control
• Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations
• On solving periodic Riccati equations
• On computing the stabilizing solution of a class of discrete‐time periodic Riccati equations

This page was built for publication: The iterative solution to discrete-time \(H_\infty\) control problems for periodic systems