Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
- 1 January 1994
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 39 (8) , 1631-1636
- https://doi.org/10.1109/9.310038
Abstract
No abstract availableThis publication has 14 references indexed in Scilit:
- Difference and differential Riccati equations: a note on the convergence to the strong solutionIEEE Transactions on Automatic Control, 1992
- A Chart of Numerical Methods for Structured Eigenvalue ProblemsSIAM Journal on Matrix Analysis and Applications, 1992
- Stochastic stability properties of jump linear systemsIEEE Transactions on Automatic Control, 1992
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic controlIEEE Transactions on Automatic Control, 1990
- On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic controlSystems & Control Letters, 1990
- Defect correction method for the solution of algebraic Riccati equationsIEEE Transactions on Automatic Control, 1988
- Comments on "Robust jump linear quadratic control: A mode stabilizing solution"IEEE Transactions on Automatic Control, 1986
- Robust jump linear quadratic control: A mode stabilizing solutionIEEE Transactions on Automatic Control, 1985
- Lineare KontrolltheoriePublished by Springer Nature ,1985
- On a Matrix Riccati Equation of Stochastic ControlSIAM Journal on Control, 1968