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European Journal of Control
Volumn 10, Issue 6, 2004, Pages 576-580
An algorithm for solving a perturbed algebraic Riccati equation
Author keywords

Detectability; Markov jump linear systems; Observability; Quadratic control problem
Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; LINEAR ALGEBRA; LINEAR SYSTEMS; MARKOV PROCESSES; NUMERICAL METHODS; PARAMETER ESTIMATION; PERTURBATION TECHNIQUES; QUADRATIC PROGRAMMING;
EID: 33750410046     PISSN: 09473580     EISSN: None     Source Type: Journal    
DOI: 10.3166/ejc.10.576-580     Document Type: Article
Times cited : (14)
References (12)
  • 1
    • 0028494290 scopus 로고
    • Solution and asymptotic behaviour of coupled Riccati equations in jump linear systems
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    • (1994) IEEE Trans Autom Control , vol.39 , pp. 1631-1636
    • Abou-Kandil, H.1    Freiling, G.2    Jank, G.3
  • 2
    • 79960715114 scopus 로고    scopus 로고
    • Generalized LQ problem for infinite jump linear systems and the minimal solution of algebraic Riccati equations
    • Submitted to the, Prague
    • Costa EF, do Val JBR. Generalized LQ problem for infinite jump linear systems and the minimal solution of algebraic Riccati equations. Submitted to the 16th IFAC World Congress, Prague, 2005;
    • (2005) 16th IFAC World Congress
    • Costa, E.F.1    Do Val, J.B.R.2
  • 3
    • 85180848283 scopus 로고    scopus 로고
    • Série Estatistica
    • also in Notas do ICMC-USP, Série Estatistica, 2004, p 76
    • (2004) Notas do ICMC-USP , pp. 76
  • 6
    • 0036265553 scopus 로고    scopus 로고
    • Numerical solution for the linear-quadratic control problem of Markov jump linear systems and a weak detectability concept
    • do Val JBR, Costa EF. Numerical solution for the linear-quadratic control problem of Markov jump linear systems and a weak detectability concept. J Optim Theory AppI 2002; 114(1): 69-96
    • (2002) J Optim Theory AppI , vol.114 , Issue.1 , pp. 69-96
    • Do Val, J.B.R.1    Costa, E.F.2
  • 7
    • 0033269095 scopus 로고    scopus 로고
    • Solutions for the linear quadratic control problem of Markov jump linear systems
    • do Val JBR, Geromel JC, Costa OLV. Solutions for the linear quadratic control problem of Markov jump linear systems. J Optim Theory Appl 1999; 103: 283-311
    • (1999) J Optim Theory Appl , vol.103 , pp. 283-311
    • Do Val, J.B.R.1    Geromel, J.C.2    Costa, O.L.V.3
  • 8
    • 0031673832 scopus 로고    scopus 로고
    • A new approach to linearly perturbed Riccati equations arising in stochastic control
    • Fragoso MD, Costa OLV, de Souza CE. A new approach to linearly perturbed Riccati equations arising in stochastic control. Appl Math Optim 1998; 37: 99-126
    • (1998) Appl Math Optim , vol.37 , pp. 99-126
    • Fragoso, M.D.1    Costa, O.L.V.2    De Souza, C.E.3
  • 9
    • 0029406643 scopus 로고
    • Lyapunov iterations for optimal control of jump linear systems at steady state
    • Gajic Z, Borno I. Lyapunov iterations for optimal control of jump linear systems at steady state. IEEE Trans Autom Control 1995; 40: 1971-1975
    • (1995) IEEE Trans Autom Control , vol.40 , pp. 1971-1975
    • Gajic, Z.1    Borno, I.2
  • 10
    • 0033132921 scopus 로고    scopus 로고
    • Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations
    • Gajic Z, Losada R. Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations. Automatica 1999; 35: 951-954
    • (1999) Automatica , vol.35 , pp. 951-954
    • Gajic, Z.1    Losada, R.2
  • 11
    • 0242460383 scopus 로고    scopus 로고
    • Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
    • Gajic Z, Losada R. Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems. Syst Control Lett 2000; 41: 175-181
    • (2000) Syst Control Lett , vol.41 , pp. 175-181
    • Gajic, Z.1    Losada, R.2
  • 12
    • 0030287555 scopus 로고    scopus 로고
    • LMI optimization for nonstandard Riccati equations arising in stochastic control
    • Rami MA, Ghaoui LE. LMI optimization for nonstandard Riccati equations arising in stochastic control. IEEE Trans Autom Control 1996; 41(11): 1666-1671
    • (1996) IEEE Trans Autom Control , vol.41 , Issue.11 , pp. 1666-1671
    • Rami, M.A.1    Ghaoui, L.E.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.