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Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems

✍ Scribed by Zoran Gajic; Ricardo Losada


Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
101 KB
Volume
41
Category
Article
ISSN
0167-6911

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✦ Synopsis


In this paper we show that the sequences of the solutions of the decoupled algebraic Lyapunov equations are monotonic under proper initialization. These sequences converge from above to the positive-semideΓΏnite stabilizing solutions of the system of coupled algebraic Riccati equations of the optimal control problem of jump parameter linear systems.


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