A method to solve the discrete-time coupled algebraic Riccati equations

DOI10.1016/j.amc.2008.08.034zbMath1162.65021OpenAlexW2066843486MaRDI QIDQ2379021

Ivan Ganchev Ivanov

Publication date: 14 January 2009

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2008.08.034

zbMATH Keywords

algorithmsconvergencenumerical examplesiterative methodjump systemsStein equationsymmetric solutionset of discrete-time Riccati equations

Mathematics Subject Classification ID

Related Items (4)

On the iterative method for the system of nonlinear matrix equations ⋮ Iterative algorithm for solving a system of nonlinear matrix equations ⋮ Numerical algorithms of the discrete coupled algebraic Riccati equation arising in optimal control systems ⋮ Numerical Solution of the Discrete-Time Coupled Algebraic Riccati Equations

Cites Work

• Unnamed Item
• Properties of Stein (Lyapunov) iterations for solving a general Riccati equation
• Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations
• Stability results for discrete-time linear systems with Markovian jumping parameters
• Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
• Properties of the solutions of rational matrix difference equations
• Solutions for the linear-quadratic control problem of Markov jump linear systems
• Lyapunov iterations for optimal control of jump linear systems at steady state
• Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations

This page was built for publication: A method to solve the discrete-time coupled algebraic Riccati equations