Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems

IEEE Transactions on Automatic Control

Volumn 43, Issue 12, 1998, Pages 1727-1733

  Do Val, J B R ^a   Geromel, J C ^a   Costa, O L V ^b  

^a UNIVERSITY OF CAMPINAS   (Brazil)

^b UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Linear quadratic control; Markov jump linear systems; Nonstandard Riccati equation

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; DISCRETE TIME CONTROL SYSTEMS; ITERATIVE METHODS; MARKOV PROCESSES; RICCATI EQUATIONS;

LINEAR QUADRATIC EQUATION; MARKOV JUMP LINEAR SYSTEM;

LINEAR CONTROL SYSTEMS;

EID: 0032290544     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.736071     Document Type: Article

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