- Tytuł:
- Continuity of Solutions of Riccati Equations for the Discrete-Time Jlqp
- Autorzy:
-
Czornik, A.
Świerniak, A. - Powiązania:
- https://bibliotekanauki.pl/articles/908498.pdf
- Data publikacji:
- 2002
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
automatyka
coupled algebraic Ricatti equations
jump parameter system
quadratic control
stochastic stabilizability
observability
robustness
sensitivity - Opis:
- 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.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2002, 12, 4; 539-543
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł