论文信息 - Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems

Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems

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.

Zoran Gajic | Z. Gajic | R. Losada | R. Losada

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