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

• Autorzy: Adam Czornik , Andrzej Świerniak
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

jump parameter system; stochastic stabilizability; observability; coupled algebraic Ricatti equations; robustness; quadratic control; sensitivity

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2002
• Tom: 12
• Numer: 4
• Strony: 539-543

Daty

wydano

2002

otrzymano

2001-06-05

poprawiono

2002-04-24

Twórcy

autor

Adam Czornik

• Department of Automatic Control, Silesian University of Technology, ul. Akademicka 16, 44-101 Gliwice, Poland

autor

Andrzej Świerniak

• Department of Automatic Control, Silesian University of Technology, ul. Akademicka 16, 44-101 Gliwice, Poland

Bibliografia

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