An algorithm for solving a perturbed algebraic Riccati equation

DOI10.3166/ejc.10.576-580zbMath1293.93776OpenAlexW2056690083MaRDI QIDQ2511944

Yanyan Li

Publication date: 7 August 2014

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3166/ejc.10.576-580

zbMATH Keywords

observabilitydetectabilityMarkov jump linear systemsquadratic control problem

Mathematics Subject Classification ID

Related Items (8)

On some iterations for optimal control of jump linear equations ⋮ Perturbation Theory for Linearly Perturbed Algebraic Riccati Equations ⋮ On the convergence of the accelerated Riccati iteration method ⋮ The iterative solution to LQ zero-sum stochastic differential games ⋮ Two iterative algorithms for stochastic algebraic Riccati matrix equations ⋮ H₂optimal control for a wide class of discrete-time linear stochastic systems ⋮ An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems ⋮ Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation

Cites Work

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• Solutions for the linear-quadratic control problem of Markov jump linear systems
• Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
• Lyapunov iterations for optimal control of jump linear systems at steady state
• LMI optimization for nonstandard Riccati equations arising in stochastic control

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