Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems

Authors
Gajic, Z Losada, R
Citation
Z. Gajic et R. Losada, Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems, SYST CONTR, 41(3), 2000, pp. 175-181
Citations number
17
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
SYSTEMS & CONTROL LETTERS
ISSN journal
01676911 → ACNP
Volume
41
Issue
3
Year of publication
2000
Pages
175 - 181
Database
ISI
SICI code
0167-6911(20001026)41:3<175:MOALIF>2.0.ZU;2-4
Abstract
In this paper we show that the sequences of the solutions of the decoupled algebraic Lyapunov equations are monotonic under proper initialization. The se sequences converge from above to the positive-semidefinite stabilizing s olutions of the system of coupled algebraic Riccati equations of the optima l control problem of jump parameter linear systems. (C) 2000 Elsevier Scien ce B.V. All rights reserved.