Abstract
We analyze the solution of the system of coupled algebraic Riccati equations of the optimal control problem of jump linear system. We prove that the Lyapunov iterations converge to a positive semidefinite stabilizing solution under mild conditions. © Springer-Verlag Berlin Heidelberg 2007.
Cite
CITATION STYLE
APA
Ivanov, I. G. (2007). Properties of the lyapunov iteration for coupled riccati equations in jump linear systems. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 4310 LNCS, pp. 599–606). Springer Verlag. https://doi.org/10.1007/978-3-540-70942-8_72
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