Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems

This paper investigates the stochastic coupled algebraic Riccati equations (SCAREs) associated with linear stochastic Markovian jump systems. First, two existing algorithms utilized to solve the SCAREs are reviewed and discussed. Second, based on the analysis of these two algorithms, a modified Ricc...

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Bibliographic Details

Published in:	Asian journal of control Vol. 26; no. 4; pp. 1787 - 1796
Main Authors:	Liu, Meijun, Zhao, Xueyan, Deng, Feiqi
Format:	Journal Article
Language:	English
Published:	Hoboken Wiley Subscription Services, Inc 01.07.2024
Subjects:	Iterative algorithms linear stochastic Markovian jump systems Parameter modification Riccati equation Riccati iterative algorithms stochastic coupled algebraic Riccati equations (SCAREs)
ISSN:	1561-8625, 1934-6093
Online Access:	Get full text
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