Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems-Reference-Cited by-同舟云学术

Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems

Published:2024-01-16 Issue:4 Volume:26 Page:1787-1796
ISSN:1561-8625
Container-title:Asian Journal of Control
language:en
Short-container-title:Asian Journal of Control

Author:

Liu Meijun¹^ORCID,Zhao Xueyan¹²³^ORCID,Deng Feiqi¹^ORCID

Affiliation:

1. School of Automation Science and Engineering South China University of Technology Guangzhou China

2. Guangdong Provincial Key Laboratory of Technique and Equipment for Macromolecular Advanced Manufacturing South China University of Technology Guangzhou China

3. Key Laboratory of Autonomous Systems and Networked Control, Ministry of Education, Guangdong Engineering Technology Research Center of Unmanned Aerial Vehicle Systems South China University of Technology Guangzhou China

Abstract

AbstractThis paper investigates the stochastic coupled algebraic Riccati equations (SCAREs) associated with linear stochastic Markovian jump systems. First, two existing algorithms utilized to solve the SCAREs are reviewed and discussed. Second, based on the analysis of these two algorithms, a modified Riccati iterative algorithm is proposed with a tuning parameter added. It is verified that the proposed algorithm with zero initial values converges to the unique positive definite solution of the SCAREs with fast speed. Furthermore, two numerical examples are given to verify the efficiency and superiority of the proposed algorithm.

Funder

National Natural Science Foundation of China

Basic and Applied Basic Research Foundation of Guangdong Province

Publisher

Wiley

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/asjc.3300

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