DocumentCode
326814
Title
Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
Author
Gajic, Zoran ; Losada, Ricardo
Author_Institution
Dept. of Electr. & Comput. Eng., Rutgers Univ., Piscataway, NJ, USA
Volume
2
fYear
1998
fDate
21-26 Jun 1998
Firstpage
744
Abstract
We show that the sequences of the solutions of the decoupled algebraic Lyapunov equations used for finding the positive semidefinite stabilizing solutions of the coupled algebraic Riccati equations of the optimal control problem of jump parameter linear systems are monotonic under proper initialization
Keywords
Lyapunov matrix equations; Riccati equations; asymptotic stability; iterative methods; linear quadratic control; linear systems; stochastic systems; algebraic Lyapunov iterations; algebraic Riccati equations; asymptotic stability; jump parameter systems; linear quadratic control; linear systems; monotonicity; optimal control; Convergence; Differential equations; Linear systems; Optimal control; Riccati equations; State feedback;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1998. Proceedings of the 1998
Conference_Location
Philadelphia, PA
ISSN
0743-1619
Print_ISBN
0-7803-4530-4
Type
conf
DOI
10.1109/ACC.1998.703506
Filename
703506
Link To Document