A New Relaxative Algorithm for Coupled Riccati Matrix Equations

In this paper, an iterative algorithm for solving coupled algebraic Riccati equations is proposed that has the ad-vantage of fast convergence. Firstly, the importance and related theories of solving the Riccati equation in the control problem of Markovian jumping are introduced, and then mathematica...

Full description

Saved in:

Bibliographic Details
Published in:	Chinese Control Conference pp. 227 - 232
Main Authors:	Du, Yi-Xiao, Wu, Yu-Yao, Wang, Ping, Sun, Hui-Jie, Liu, Wanquan
Format:	Conference Proceeding
Language:	English
Published:	Technical Committee on Control Theory, Chinese Association of Automation 24.07.2023
Subjects:	Convergence iterative algorithm Iterative algorithms Iterative methods Markovian jump Mathematical models Numerical simulation Riccati equation Riccati equations
ISSN:	1934-1768
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!