New unified matrix upper bound on the solution of the continuous coupled algebraic Riccati equation

DOI10.1016/j.jfranklin.2015.01.008zbMath1336.93176OpenAlexW2026319344MaRDI QIDQ285694

Jianhong Xu, Prasanthan Rajasingam

Publication date: 19 May 2016

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2015.01.008

zbMATH Keywords

optimal controlMarkovian jump linear systemcontinuous coupled algebraic Riccati equationmatrix upper solution bounds

Mathematics Subject Classification ID

Related Items (3)

Convergence analysis of Newton method without inversion for solving discrete algebraic Riccati equations ⋮ Refined upper solution bound of the continuous coupled algebraic Riccati equation ⋮ On the convergence of the accelerated Riccati iteration method

Uses Software

• Algorithm 432

Cites Work

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• Unified, improved matrix upper bound on the solution of the continuous coupled algebraic Riccati equation
• State estimation and sliding mode control for semi-Markovian jump systems with mismatched uncertainties
• On the iterative refinement of matrix upper bounds for the solution of continuous coupled algebraic Riccati equations
• On some iterations for optimal control of jump linear equations
• Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations
• Iterative Methods for a Linearly Perturbed Algebraic Matrix Riccati Equation Arising in Stochastic Control
• A Hessenberg-Schur method for the problem AX + XB= C
• An efficient Schur method to solve the stabilizing problem
• Upper and lower bounds on the solution of the algebraic Riccati equation
• Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Lower bounds on the solution of coupled algebraic Riccati equation
• Upper bounds on the solution of coupled algebraic Riccati equation

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