SOLUTION AND ASYMPTOTIC-BEHAVIOR OF COUPLED RICCATGI EQUATIONS IN JUMP LINEAR-SYSTEMS

Authors
ABOUKANDIL H FREILING G JANK G
Citation
H. Aboukandil et al., SOLUTION AND ASYMPTOTIC-BEHAVIOR OF COUPLED RICCATGI EQUATIONS IN JUMP LINEAR-SYSTEMS, IEEE transactions on automatic control, 39(8), 1994, pp. 1631-1636
Citations number
19
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
39
Issue
8
Year of publication
1994
Pages
1631 - 1636
Database
ISI
SICI code
0018-9286(1994)39:8<1631:SAAOCR>2.0.ZU;2-W
Abstract
A new necessary and sufficient condition for the existence of a positi ve semidefinite solution of coupled Riccati equations occurring in jum p linear systems is derived. By verifying a Riccati inequality it is s hown that such a solution exists; in addition two numerical algorithms are given to compute it. An example is given to illustrate the propos ed method.