Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
β 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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β¦ 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.
π SIMILAR VOLUMES
The optimal control of a class of linear deterministic time-invariant multi-dimensional distributed systems is considered. The unconstrained optimal control problem is formulated as a quadratic minimisation in a real Hilbert space. A conjugate gradient minimisation technique is employed in its solut