Iterative algorithms with the latest update for Riccati matrix equations in Itô Markov jump systems
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Engineering,General Materials Science
Link
https://link.springer.com/content/pdf/10.1007/s11431-020-1668-4.pdf
Reference17 articles.
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3. Mariton M. Jump Linear Systems in Automatic Control. New York: Marcel Dekker, 1990. 1–297
4. Dragan V, Morozan T. The linear quadratic optimization problems for a class of linear stochastic systems with multiplicative white noise and Markovian jumping. IEEE Trans Automat Contr, 2004, 49: 665–675
5. Costa O L V, Figueiredo D Z. Filtering S-coupled algebraic Riccati equations for discrete-time Markov jump systems. Automatica, 2017, 83: 47–57
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