Monotonicity of algebraic Lyapunov itera
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Zoran Gajic; Ricardo Losada
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Article
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2000
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Elsevier Science
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English
β 101 KB
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