A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations
From MaRDI portal
Publication:4053036
DOI10.1109/T-C.1974.223788zbMath0298.65060OpenAlexW2024890490MaRDI QIDQ4053036
A. I. A. Salama, V.-G. Gourishankar
Publication date: 1974
Published in: IEEE Transactions on Computers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/t-c.1974.223788
Numerical mathematical programming methods (65K05) Controllability (93B05) Numerical methods for ordinary differential equations (65L99)
Related Items (7)
Parallel computation of the solutions of coupled algebraic Lyapunov equations ⋮ \(H_\infty\)-control for Markovian jumping linear systems with parametric uncertainty ⋮ An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems ⋮ A novel iterative algorithm for solving coupled Riccati equations ⋮ The matrix sign function and computations in systems ⋮ Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems ⋮ An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems
This page was built for publication: A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations
