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...

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Vydané v:	Chinese Control Conference s. 227 - 232
Hlavní autori:	Du, Yi-Xiao, Wu, Yu-Yao, Wang, Ping, Sun, Hui-Jie, Liu, Wanquan
Médium:	Konferenčný príspevok..
Jazyk:	English
Vydavateľské údaje:	Technical Committee on Control Theory, Chinese Association of Automation 24.07.2023
Predmet:	Convergence iterative algorithm Iterative algorithms Iterative methods Markovian jump Mathematical models Numerical simulation Riccati equation Riccati equations
ISSN:	1934-1768
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