New unified matrix upper bound on the solution of the continuous coupled algebraic Riccati equation

DOI10.1016/J.JFRANKLIN.2015.01.008zbMATH1336.93176OpenAlexW2026319344MaRDI QIDQ285694FDOQ285694

Authors Jianhong Xu, Prasanthan Rajasingam

Publication date 19 May 2016

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfranklin.2015.01.008

zbMATH Keywords

optimal controlMarkovian jump linear systemcontinuous coupled algebraic Riccati equationmatrix upper solution bounds

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Matrix equations and identities (15A24)

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Cites work

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• A Hessenberg-Schur method for the problem AX + XB= C
• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• An efficient Schur method to solve the stabilizing problem
• Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control
• Lower bounds on the solution of coupled algebraic Riccati equation
• On some iterations for optimal control of jump linear equations
• On the bounds on the solutions of the algebraic Lyapunov and Riccati equations
• On the iterative refinement of matrix upper bounds for the solution of continuous coupled algebraic Riccati equations
• Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
• State estimation and sliding mode control for semi-Markovian jump systems with mismatched uncertainties
• Unified, improved matrix upper bound on the solution of the continuous coupled algebraic Riccati equation
• Upper and lower bounds on the solution of the algebraic Riccati equation
• Upper bounds on the solution of coupled algebraic Riccati equation
• Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations

Cited in

(7)

• Unified, improved matrix upper bound on the solution of the continuous coupled algebraic Riccati equation
• Improved upper bounds for the solution of the continuous algebraic Riccati matrix equation
• On the convergence of the accelerated Riccati iteration method
• On upper bounds for the unified algebraic Riccati equation
• New Upper Solution Bounds of the Continuous Algebraic Riccati Matrix Equation
• Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations
• Refined upper solution bound of the continuous coupled algebraic Riccati equation

Describes a project that uses

Uses Software

• Algorithm 432

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