Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems
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Cites work
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- Exact decomposition of the algebraic Riccati equation of deterministic multimodeling optimal control problems
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- Multimodel strategies under random disturbances and imperfect partial observations
- Near-optimal control of nonstandard singularly perturbed systems
- New iterative algorithm for algebraic Riccati equation related to H/sub ∞/ control problem of singularly perturbed systems
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Cited in
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- A refined semilocal convergence analysis of an algorithm for solving the Riccati equation
- A revised Kleinman algorithm to solve algebraic Riccati equation of singularly perturbed systems
- scientific article; zbMATH DE number 1944062 (Why is no real title available?)
- Recursive approach of optimal Kalman filtering problem for multiparameter singularly perturbed systems
- Asymptotic expansion of a stabilizing solution of the Riccati algebraic equation
- A method for optimal control and filtering of multitime-scale linear singularly-perturbed stochastic systems
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