Existence of a Mean-Square Stabilizing Solution to a Modified Algebraic Riccati Equation
From MaRDI portal
Publication:4602533
DOI10.1137/16M1098255zbMath1464.47047MaRDI QIDQ4602533
Publication date: 12 February 2018
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Convex sets and cones of operators (47L07)
Related Items
Optimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise, Optimal networked state estimation in the presence of multi-channel correlated packet losses, Distributed state estimation with state equality constraints in the presence of packet dropping, Distributed optimal \(H_2/H_\infty\) filtering over unreliable wireless sensor networks, Optimal stationary state estimation over multiple Markovian packet drop channels, Distributed $\mathcal{H}_\infty$ Gaussian Consensus Filtering for Discrete-Time Systems over Lossy Sensor Networks
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Algebraic Perron-Frobenius theory
- A new approach to lineary perturbed Riccati equations arising in stochastic control
- The discrete algebraic Riccati equation and linear matrix inequality
- Rational matrix equations in stochastic control.
- Stabilizing solution for a discrete-time modified algebraic Riccati equation in infinite dimensions
- On the Collatz-Wielandt sets associated with a cone-preserving map
- Properties of the solutions of rational matrix difference equations
- Optimal control of LTI systems over unreliable communication links
- Remote stabilization over fading channels
- Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
- Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion
- LQG Control for MIMO Systems Over Multiple Erasure Channels With Perfect Acknowledgment
- Feedback Stabilization of Discrete-Time Networked Systems Over Fading Channels
- Stabilization of Networked Multi-Input Systems With Channel Resource Allocation
- On a Matrix Riccati Equation of Stochastic Control
- Entropy for Group Endomorphisms and Homogeneous Spaces
- A cone-theoretic approach to the spectral theory of positive linear operators: The finite-dimensional case