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On some iterations for optimal control of jump linear equations

✍ Scribed by Ivan Ganchev Ivanov


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
679 KB
Volume
69
Category
Article
ISSN
0362-546X

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Monotonicity of algebraic Lyapunov itera
✍ Zoran Gajic; Ricardo Losada πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 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