LYAPUNOV ITERATIONS FOR OPTIMAL-CONTROL OF JUMP LINEAR-SYSTEMS AT STEADY-STATE

Authors
GAJIC Z BORNO I
Citation
Z. Gajic et I. Borno, LYAPUNOV ITERATIONS FOR OPTIMAL-CONTROL OF JUMP LINEAR-SYSTEMS AT STEADY-STATE, IEEE transactions on automatic control, 40(11), 1995, pp. 1971-1975
Citations number
10
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
40
Issue
11
Year of publication
1995
Pages
1971 - 1975
Database
ISI
SICI code
0018-9286(1995)40:11<1971:LIFOOJ>2.0.ZU;2-4
Abstract
In this paper we construct a sequence of Lyapunov algebraic equations whose solutions converge to the solutions of the coupled algebraic Ric cati equations of the optimal control problem for jump linear systems. The obtained solutions are positive semidefinite, stabilizing, and un ique. The proposed algorithm is extremely efficient from the numerical point of view since it operates only on the reduced-order decoupled L yapunov equations. Several examples are included to demonstrate the pr ocedure.