Continuity of Solutions of Riccati Equations for the Discrete-Time Jlqp

• Autorzy: Czornik A. , Świerniak A.
• Języki publikacji: EN

Abstrakty

EN

The continuity of the solutions of difference and algebraic coupled Riccati equations for the discrete-time Markovian jump linear quadratic control problem as a function of coefficients is verified. The line of reasoning goes through the use of the minimum property formulated analogously to the one for coupled continuous Riccati equations presented by Wonham and a set of comparison theorems.

Słowa kluczowe

EN

coupled algebraic Ricatti equations; jump parameter system; quadratic control; stochastic stabilizability; observability; robustness; sensitivity

PL

automatyka

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2002
• Tom: Vol. 12, no 4
• Strony: 539--543
• Opis fizyczny: Bibliogr.,

Twórcy

autor

Czornik A.

autor

Świerniak A.

• Department of Automatic Control Silesian University of Technology ul. Akademicka 16, 44-101 Gliwice, Poland,