Title :
Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
Author :
Gajic, Zoran ; Losada, Ricardo
Author_Institution :
Dept. of Electr. & Comput. Eng., Rutgers Univ., Piscataway, NJ, USA
Abstract :
We show that the sequences of the solutions of the decoupled algebraic Lyapunov equations used for finding the positive semidefinite stabilizing solutions of the coupled algebraic Riccati equations of the optimal control problem of jump parameter linear systems are monotonic under proper initialization
Keywords :
Lyapunov matrix equations; Riccati equations; asymptotic stability; iterative methods; linear quadratic control; linear systems; stochastic systems; algebraic Lyapunov iterations; algebraic Riccati equations; asymptotic stability; jump parameter systems; linear quadratic control; linear systems; monotonicity; optimal control; Convergence; Differential equations; Linear systems; Optimal control; Riccati equations; State feedback;
Conference_Titel :
American Control Conference, 1998. Proceedings of the 1998
Conference_Location :
Philadelphia, PA
Print_ISBN :
0-7803-4530-4
DOI :
10.1109/ACC.1998.703506
