Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls

IEEE Transactions on Automatic Control

Volumn 45, Issue 6, 2000, Pages 1131-1143

  Ait Rami, Mustapha ^b   Zhou, Xun Yu ^a,b  

^a IEEE

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Linear matrix inequality; Mean square stability; Schur's lemma; Semidefinite programming; Stochastic algebraic Riccati equation; Stochastic linear quadratic (LQ) control

Indexed keywords

FEEDBACK CONTROL; MATRIX ALGEBRA; NUMERICAL METHODS; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; QUADRATIC PROGRAMMING; RICCATI EQUATIONS; SYSTEM STABILITY;

LINEAR MATRIX INEQUALITY; MEAN SQUARE STABILITY; SEMIDEFINITE PROGRAMMING; STATE WEIGHTING MATRIX; STOCHASTIC ALGEBRAIC RICCATI EQUATION;

STOCHASTIC CONTROL SYSTEMS;

EID: 0034195685     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.863597     Document Type: Article

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