Displaying similar documents to “Continuity of solutions of Riccati equations for the discrete-time JLQP”

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...

On adaptive control for the continuous time-varying JLQG problem

Adam Czornik, Andrzej Świernik (2005)

International Journal of Applied Mathematics and Computer Science

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In this paper the adaptive control problem for a continuous infinite time-varying stochastic control system with jumps in parameters and quadratic cost is investigated. It is assumed that the unknown coefficients of the system have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Under these assumptions it is shown that the optimal value of the quadratic cost can be reached based only on the values of these limits, which, in turn, can...

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...