Monotonicity of algebraic lyapunov iterations for optimal control of jump parameter linear systems

Proceedings of the American Control Conference

Volumn 2, Issue , 1998, Pages 744-745

  Gajic, Zoran ^a   Losada, Ricardo ^a  

^a RUTGERS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COUPLED ALGEBRAIC RICCATI EQUATIONS; JUMP PARAMETER; LYAPUNOV EQUATION; LYAPUNOV ITERATIONS; OPTIMAL CONTROL PROBLEM; OPTIMAL CONTROLS; POSITIVE SEMIDEFINITE; STABILIZING SOLUTIONS;

LINEAR SYSTEMS; LYAPUNOV FUNCTIONS; OPTIMAL CONTROL SYSTEMS; RICCATI EQUATIONS;

ALGEBRA;

EID: 78149253000     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.1998.703506     Document Type: Conference Paper

References (8)

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3. Z. Gajic and I. Borno, "Lyapunov Iterations for Optimal Control of Jump Linear Systems at Steady State," IEEE Trans. Automatic Control, vol. AC-40, 1971-1975.
4. W. Wonham, "On a matrix Riccati equation of stochastic control," SIAM J. Control and Optimization, vol. 6, pp. 681-697, 1968.
5. Y. Ji and H. Chizeck, "Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control," IEEE Trans. Automatic Control, vol. AC-35, pp. 777-788, 1990.
6. Z. Gajic and M. Qureshi, Lyapunov Matrix Equation in System Stability and Control, Academic Press, San Diego, 1995.
7. D. Kleinman, "On an iterative technique for Riccati equation computation, IEEE Trans. Automatic Control, vol. AC-13, pp. 114-115, 1968.
8. I. Borno, "Parallel computation of the solutions of coupled algebraic Lyapunov equations," Automatica, vol. 31, 1345-1347, 1995.