An Inversion-Free Iterative Algorithm for Riccati Matrix Equations in Discrete-Time Markov Jump Systems

DOI10.1109/tac.2022.3172266OpenAlexW4285309916WikidataQ113810098 ScholiaQ113810098MaRDI QIDQ6076017

Unnamed Author, Ai-guo Wu, Ying Zhang

Publication date: 21 September 2023

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2022.3172266

zbMATH Keywords

convergenceinversion-free iterationdiscrete coupled Riccati matrix equation (DCRME)

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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