New results in the Lyapunov-type algorithm for algebraic MCV Riccati equations

DOI10.1016/J.MCM.2009.08.006zbMATH Open1190.93032OpenAlexW2017525961MaRDI QIDQ984134FDOQ984134

Authors: L. Cherfi 

Publication date: 16 July 2010

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2009.08.006

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zbMATH Keywords

fixed point iterationcoupled Riccati equationscost variance controlLyapunov-type algorithm

Mathematics Subject Classification ID

Feedback control (93B52) Matrix equations and identities (15A24)

Cites Work

• Matrix Riccati equations in control and systems theory
• Coupled matrix Riccati equations in minimal cost variance control problems
• A risk-sensitive maximum principle: the case of imperfect state observation
• Title not available (Why is that?)

Cited In (1)

• Coupled matrix Riccati equations in minimal cost variance control problems

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