Displaying similar documents to “Upper bounds on the solution of coupled algebraic Riccati equation.”

Continuity of solutions of Riccati equations for the discrete-time JLQP

Adam Czornik, Andrzej Świerniak (2002)

International Journal of Applied Mathematics and Computer Science

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The continuity of the solutions of difference and algebraic coupled Riccati equations for the discrete-time Markovian jump linear quadratic control problem as a function of coefficients is verified. The line of reasoning goes through the use of the minimum property formulated analogously to the one for coupled continuous Riccati equations presented by Wonham and a set of comparison theorems.

SPR0 substitutions and families of algebraic Riccati equations

G. Fernández-Anaya, J. C. Martínez García, Vladimír Kučera, D. Aguilar George (2006)

Kybernetika

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We study in this paper Algebraic Riccati Equations associated with single-input single-output linear time-invariant systems bounded in H ∞ -norm. Our study is focused in the characterization of families of Algebraic Riccati Equations in terms of strictly positive real (of zero relative degree) substitutions applied to the associated H ∞ -norm bounded system, each substitution characterizing then a particular member of the family. We also consider here Algebraic Riccati Equations associated...

Optimal feedback control proportional to the system state can be found for non-causal descriptor systems

Galina Kurina (2002)

International Journal of Applied Mathematics and Computer Science

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Optimal feedback control depending only on the system state is constructed for a control problem by the non-causal descriptor system for which optimal feedback control depending on state derivatives was considered in the paper (Meuller, 1998). To this end, a non-symmetric solution of the algebraic operator Riccati equation is used.

On the discrete time-varying JLQG problem

Adam Czornik, Andrzej Świerniak (2002)

International Journal of Applied Mathematics and Computer Science

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In the present paper optimal time-invariant state feedback controllers are designed for a class of discrete time-varying control systems with Markov jumping parameter and quadratic performance index. We assume that the coefficients have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Moreover, following the same line of reasoning, an adaptive controller is proposed in the case when system parameters are unknown but their strongly consistent...

Two-level stochastic control for a linear system with nonclassical information

Zdzisław Duda, Witold Brandys (2004)

International Journal of Applied Mathematics and Computer Science

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A problem of control law design for large scale stochastic systems is discussed. Nonclassical information pattern is considered. A two-level hierarchical control structure with a coordinator on the upper level and local controllers on the lower level is proposed. A suboptimal algorithm with a partial decomposition of calculations and decentralized local control is obtained. A simple example is presented to illustrate the proposed approach.