Please use this identifier to cite or link to this item:
Type: Artigo de periódico
Title: Uncoupled Riccati Iterations For The Linear Quadratic Control Problem Of Discrete-time Markov Jump Linear Systems
Author: Do Val J.B.R.
Geromel J.C.
Costa O.L.V.
Abstract: This paper deals with recursive methods for solving coupled Riccati equations arising in the linear quadratic control for Markovian jump linear systems. Two algorithms, based on solving uncoupled Riccati equations at each iteration, are presented. The standard method for this problem relies on finite stage approximations with receding horizon, whereas the methods presented here are based on sequences of stopping times to define the terminal time of the approximating control problems. The methods can be ordered in terms of rate of convergence. Comparisons with other methods in the current literature are also presented.
Rights: fechado
Identifier DOI: 10.1109/9.736071
Date Issue: 1998
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File Description SizeFormat 
2-s2.0-0032290544.pdf288.75 kBAdobe PDFView/Open

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.