Properties of the Lyapunov Iteration for Coupled Riccati Equations in Jump Linear Systems

DOI10.1007/978-3-540-70942-8_72zbMath1137.65339OpenAlexW1542232344MaRDI QIDQ5756248

Ivan Ganchev Ivanov

Publication date: 3 September 2007

Published in: Numerical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-70942-8_72

zbMATH Keywords

numerical examplesoptimal control problemjump linear systemLyapunov iterationspositive semidefinite stabilizing solutionsystem of coupled algebraic Riccati equations

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Matrix equations and identities (15A24) Existence theories for free problems in two or more independent variables (49J10)

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