Numerical computation of cross-coupled algebraic Riccati equations related to \(H_{\infty}\)-constrained LQG control problem

DOI10.1016/j.amc.2007.10.026zbMath1147.93017OpenAlexW2090138059MaRDI QIDQ928090

Hiroaki Mukaidani

Publication date: 11 June 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.10.026

zbMATH Keywords

Newton's methodNewton-Kantorovich theoremcross-coupled algebraic Riccati equation (CARE)reduced-order algorithmstate and output feedback \(H_{\infty }\)-constrained LQG control problem

Mathematics Subject Classification ID

Related Items (2)

On the iterative method for the system of nonlinear matrix equations ⋮ Iterative algorithm for solving a system of nonlinear matrix equations

Cites Work

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• On global existence of solutions to coupled matrix Riccati equations in closed-loop Nash games

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