Numerical Solution of the Discrete-Time Coupled Algebraic Riccati Equations

DOI10.1007/978-3-642-00464-3_34zbMath1233.65029OpenAlexW1633066841MaRDI QIDQ3615672

Ivan Ganchev Ivanov

Publication date: 24 March 2009

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-00464-3_34

zbMATH Keywords

numerical solutiondiscrete-time coupled algebraic Riccati equationssymmetric solutioniterationscompare solversStein equartion

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10) Iterative numerical methods for linear systems (65F10)

Related Items (1)

Weight splitting iteration methods to solve quadratic nonlinear matrix equation \(MY^2+NY+P=0\)

Cites Work

• Stein iterations for the coupled discrete-time Riccati equations
• Maximal and stabilizing hermitian solutions for discrete-time coupled algebraic Riccati equations
• Stability results for discrete-time linear systems with Markovian jumping parameters
• Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
• Solutions for the linear-quadratic control problem of Markov jump linear systems
• A method to solve the discrete-time coupled algebraic Riccati equations
• Lyapunov iterations for optimal control of jump linear systems at steady state
• LMI optimization for nonstandard Riccati equations arising in stochastic control
• Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations

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