Maximal and Stabilizing Hermitian Solutions for Discrete-Time Coupled Algebraic Riccati Equations

O. L. V. Costa; R. P. Marques

doi:10.1007/pl00009849

Maximal and Stabilizing Hermitian Solutions for Discrete-Time Coupled Algebraic Riccati Equations

Mathematics of Control Signals and Systems ◽

10.1007/pl00009849 ◽

1999 ◽

Vol 12 (2) ◽

pp. 167-195 ◽

Cited By ~ 20

Author(s):

O. L. V. Costa ◽

R. P. Marques

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

Download Full-text

Maximal mean square strong solution for discrete time coupled algebraic Riccati equations

Proceedings of 1994 33rd IEEE Conference on Decision and Control ◽

10.1109/cdc.1994.410880 ◽

2002 ◽

Author(s):

O.L.V. Costa

Keyword(s):

Strong Solution ◽

Discrete Time ◽

Riccati Equations ◽

Mean Square ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

Download Full-text

Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations

IEEE Transactions on Automatic Control ◽

10.1109/9.489282 ◽

1996 ◽

Vol 41 (4) ◽

pp. 593-598 ◽

Cited By ~ 19

Author(s):

O.L.V. Costa

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Mean Square ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

Download Full-text

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

European Journal of Control ◽

10.3166/ejc.14.391-408 ◽

2008 ◽

Vol 14 (5) ◽

pp. 391-408 ◽

Cited By ~ 16

Author(s):

Oswaldo Luiz do Valle Costa ◽

Wanderlei L. de Paulo

Keyword(s):

Discrete Time ◽

Multiplicative Noise ◽

Riccati Equations ◽

Markov Jump ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

Download Full-text

A method to solve the discrete-time coupled algebraic Riccati equations

Applied Mathematics and Computation ◽

10.1016/j.amc.2008.08.034 ◽

2008 ◽

Vol 206 (1) ◽

pp. 34-41 ◽

Cited By ~ 5

Author(s):

Ivan Ganchev Ivanov

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

Download Full-text

A recursive algorithm for H ∞ - discrete-time coupled algebraic riccati equations

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)56844-5 ◽

1999 ◽

Vol 32 (2) ◽

pp. 4953-4958

Author(s):

O.L.V. Costa ◽

R.P. Marques

Keyword(s):

Discrete Time ◽

Recursive Algorithm ◽

Riccati Equations ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

Download Full-text

Filtering S-coupled algebraic Riccati equations for discrete-time Markov jump systems

Automatica ◽

10.1016/j.automatica.2017.05.007 ◽

2017 ◽

Vol 83 ◽

pp. 47-57 ◽

Cited By ~ 3

Author(s):

Oswaldo Luiz do Valle Costa ◽

Danilo Zucolli Figueiredo

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Markov Jump ◽

Markov Jump Systems ◽

Algebraic Riccati Equations ◽

Jump Systems ◽

Coupled Algebraic Riccati Equations

Download Full-text

Numerical Solution of the Discrete-Time Coupled Algebraic Riccati Equations

Lecture Notes in Computer Science - Numerical Analysis and Its Applications ◽

10.1007/978-3-642-00464-3_34 ◽

2009 ◽

pp. 314-321 ◽

Cited By ~ 1

Author(s):

Ivan Ganchev Ivanov

Keyword(s):

Numerical Solution ◽

Discrete Time ◽

Riccati Equations ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

Download Full-text

On the solution of the discrete-time coupled algebraic riccati equations

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)56843-3 ◽

1999 ◽

Vol 32 (2) ◽

pp. 4947-4952

Author(s):

R.P. Marques ◽

O.L.V. Costa

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Algebraic Riccati Equations ◽

Coupled Algebraic Riccati Equations

Download Full-text

Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations

Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251) ◽

10.1109/acc.1999.786152 ◽

1999 ◽

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Maximal Solution ◽

Temporal Difference ◽

Algebraic Riccati Equations ◽

Difference Methods ◽

Coupled Algebraic Riccati Equations ◽

Temporal Difference Methods

Download Full-text

Temporal Difference Methods for the Maximal Solution of Discrete-Time Coupled Algebraic Riccati Equations

Journal of Optimization Theory and Applications ◽

10.1023/a:1017510321237 ◽

2001 ◽

Vol 109 (2) ◽

pp. 289-309 ◽

Cited By ~ 7

Author(s):

O. L. V. COSTA ◽

J. C. C. AYA

Keyword(s):

Discrete Time ◽

Riccati Equations ◽

Maximal Solution ◽

Temporal Difference ◽

Algebraic Riccati Equations ◽

Difference Methods ◽

Coupled Algebraic Riccati Equations ◽

Temporal Difference Methods

Download Full-text