Uncoupled Riccati Iterations For The Linear Quadratic Control Problem Of Discrete-time Markov Jump Linear Systems

dc.creatorDo Val J.B.R.
dc.creatorGeromel J.C.
dc.creatorCosta O.L.V.
dc.date1998
dc.date2015-06-30T15:07:44Z
dc.date2015-11-26T15:20:28Z
dc.date2015-06-30T15:07:44Z
dc.date2015-11-26T15:20:28Z
dc.date.accessioned2018-03-28T22:29:58Z
dc.date.available2018-03-28T22:29:58Z
dc.identifier
dc.identifierIeee Transactions On Automatic Control. , v. 43, n. 12, p. 1727 - 1733, 1998.
dc.identifier189286
dc.identifier10.1109/9.736071
dc.identifierhttp://www.scopus.com/inward/record.url?eid=2-s2.0-0032290544&partnerID=40&md5=a4992296715e7cb25a489bbc381f1e97
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/100781
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/100781
dc.identifier2-s2.0-0032290544
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1259991
dc.descriptionThis paper deals with recursive methods for solving coupled Riccati equations arising in the linear quadratic control for Markovian jump linear systems. Two algorithms, based on solving uncoupled Riccati equations at each iteration, are presented. The standard method for this problem relies on finite stage approximations with receding horizon, whereas the methods presented here are based on sequences of stopping times to define the terminal time of the approximating control problems. The methods can be ordered in terms of rate of convergence. Comparisons with other methods in the current literature are also presented.
dc.description43
dc.description12
dc.description1727
dc.description1733
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dc.languageen
dc.publisher
dc.relationIEEE Transactions on Automatic Control
dc.rightsfechado
dc.sourceScopus
dc.titleUncoupled Riccati Iterations For The Linear Quadratic Control Problem Of Discrete-time Markov Jump Linear Systems
dc.typeArtículos de revistas


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