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

DOI10.1016/J.MCM.2009.08.006MaRDI QIDQ984134zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

cost variance controlcoupled Riccati equationsfixed point iterationLyapunov-type algorithm

Mathematics Subject Classification ID

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

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Cites work

• A risk-sensitive maximum principle: the case of imperfect state observation
• Coupled matrix Riccati equations in minimal cost variance control problems
• scientific article; zbMATH DE number 440558 (Why is no real title available?)
• Matrix Riccati equations in control and systems theory

Cited in

(1)

• Coupled matrix Riccati equations in minimal cost variance control problems

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