Title :
Maximal Solution to Perturbed Algebraic Riccati Equations Arising in Markovian Jump Control Revisited
Author :
Baczynski, Jack ; Fragoso, Marcelo D.
Author_Institution :
National Laboratory for Scientific Computing - LNCC/CNPq, Av. Getulio Vargas 333, Petrópolis, Rio de Janeiro, CEP 25651-070, Brazil. jack@lncc.br
Abstract :
In this paper we revisit the maximal solution problem studied in [7]. It is shown that, for the Markovian jump scenario, we can get rid of an inconvenient technical hypothesis used in [7] (originally introduced in [20]). This is achieved, essentially, via the mean square stability concept.
Keywords :
Control systems; Differential equations; Lifting equipment; Linear systems; Optimal control; Random variables; Riccati equations; Stability; State-space methods; Stochastic systems;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1583346
