Properties of the Lyapunov Iteration for Coupled Riccati Equations in Jump Linear Systems (Q5756248)
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scientific article; zbMATH DE number 5186833
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of the Lyapunov Iteration for Coupled Riccati Equations in Jump Linear Systems |
scientific article; zbMATH DE number 5186833 |
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Properties of the Lyapunov Iteration for Coupled Riccati Equations in Jump Linear Systems (English)
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3 September 2007
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system of coupled algebraic Riccati equations
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optimal control problem
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jump linear system
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Lyapunov iterations
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positive semidefinite stabilizing solution
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numerical examples
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