论文信息 - A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations

A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations

A computational algorithm for solving a system of coupled matrix algebraic equations is presented in this paper. Such equations arise in optimal control problems of linear systems with jump parameters.

Ahmed I. A. Salama | V. Gourishankar

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