Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations

DOI10.1109/9.489282zbMath0855.93092OpenAlexW2152830231MaRDI QIDQ4884140

Oswaldo L. V. Costa

Publication date: 4 February 1997

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.489282

zbMATH Keywords

Riccati equationdiscrete-timequadratic optimal controljump Markov coefficients

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Related Items (4)

A new iteration to coupled discrete-time generalized Riccati equations ⋮ A class of discrete time generalized Riccati equations ⋮ Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations ⋮ Regulator problem for linear discrete-time delay systems with Markovian jumping parameters and symmetrical constraints

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