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

Zoran Gajic; Ricardo Losada

doi:10.1109/ACC.1998.703506

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

Zoran Gajic, Ricardo Losada

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

20 Scopus citations

Abstract

In this paper we show that the sequences of the solutions of the decoupled algebraic Lyapunov equations used for finding the positive semidefinite stabilizing solutions of the coupled algebraic Riccati equations of the optimal control problem of jump parameter linear systems are monotonic under proper initialization.

Original language	English (US)
Title of host publication	Proceedings of the 1998 American Control Conference, ACC 1998
Pages	744-745
Number of pages	2
DOIs	https://doi.org/10.1109/ACC.1998.703506
State	Published - 1998
Event	1998 American Control Conference, ACC 1998 - Philadelphia, PA, United States Duration: Jun 24 1998 → Jun 26 1998

Publication series

Name	Proceedings of the American Control Conference
Volume	2
ISSN (Print)	0743-1619

Other

Other	1998 American Control Conference, ACC 1998
Country/Territory	United States
City	Philadelphia, PA
Period	6/24/98 → 6/26/98

All Science Journal Classification (ASJC) codes

Electrical and Electronic Engineering

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10.1109/ACC.1998.703506

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title = "Monotonicity of algebraic lyapunov iterations for optimal control of jump parameter linear systems",

abstract = "In this paper we show that the sequences of the solutions of the decoupled algebraic Lyapunov equations used for finding the positive semidefinite stabilizing solutions of the coupled algebraic Riccati equations of the optimal control problem of jump parameter linear systems are monotonic under proper initialization.",

author = "Zoran Gajic and Ricardo Losada",

year = "1998",

doi = "10.1109/ACC.1998.703506",

language = "English (US)",

isbn = "0780345304",

series = "Proceedings of the American Control Conference",

pages = "744--745",

booktitle = "Proceedings of the 1998 American Control Conference, ACC 1998",

note = "1998 American Control Conference, ACC 1998 ; Conference date: 24-06-1998 Through 26-06-1998",

}

Gajic, Z & Losada, R 1998, Monotonicity of algebraic lyapunov iterations for optimal control of jump parameter linear systems. in Proceedings of the 1998 American Control Conference, ACC 1998., 703506, Proceedings of the American Control Conference, vol. 2, pp. 744-745, 1998 American Control Conference, ACC 1998, Philadelphia, PA, United States, 6/24/98. https://doi.org/10.1109/ACC.1998.703506

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T1 - Monotonicity of algebraic lyapunov iterations for optimal control of jump parameter linear systems

AU - Gajic, Zoran

AU - Losada, Ricardo

PY - 1998

Y1 - 1998

N2 - In this paper we show that the sequences of the solutions of the decoupled algebraic Lyapunov equations used for finding the positive semidefinite stabilizing solutions of the coupled algebraic Riccati equations of the optimal control problem of jump parameter linear systems are monotonic under proper initialization.

AB - In this paper we show that the sequences of the solutions of the decoupled algebraic Lyapunov equations used for finding the positive semidefinite stabilizing solutions of the coupled algebraic Riccati equations of the optimal control problem of jump parameter linear systems are monotonic under proper initialization.

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U2 - 10.1109/ACC.1998.703506

DO - 10.1109/ACC.1998.703506

M3 - Conference contribution

AN - SCOPUS:78149253000

SN - 0780345304

SN - 9780780345300

T3 - Proceedings of the American Control Conference

SP - 744

EP - 745

BT - Proceedings of the 1998 American Control Conference, ACC 1998

T2 - 1998 American Control Conference, ACC 1998

Y2 - 24 June 1998 through 26 June 1998

ER -

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

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