Numerical algorithms of the discrete coupled algebraic Riccati equation arising in optimal control systems

DOI10.1155/2020/1841582zbMath1459.65237OpenAlexW3082706001MaRDI QIDQ2007321

Li Wang

Publication date: 13 October 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/1841582

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24) Optimal stochastic control (93E20) Numerical aspects of recurrence relations (65Q30)

Related Items (1)

Unique non-negative definite solution of the time-varying algebraic Riccati equations with applications to stabilization of LTV systems

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