An improved weighted iterative algorithm for Riccati matrix equation in discrete-time Markov jump system
Author:
Affiliation:
1. Harbin Institute of Technology (Shenzhen),Shenzhen,China,518055
2. Shenzhen Polytechnic,Shenzhen,China,518055
Funder
National Natural Science Foundation of China
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9727224/9727236/09728552.pdf?arnumber=9728552
Reference11 articles.
1. New matrix bounds and iterative algorithms for the discrete coupled algebraic Riccati equation
2. On the discrete JLQ and JLQG problems
3. Controllability, observability and discrete-time markovian jump linear quadratic control
4. Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations
5. A method to solve the discrete-time coupled algebraic Riccati equations
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