Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
On the Existence of a Stabilizing Solution of Modified Algebraic Riccati Equations in Terms of Standard Algebraic Riccati Equations and Linear Matrix Inequalities
Electronic Engineering Department, Universidad Técnica Federico Santa María, Valparaíso, 2390123, Chile.
2020 (English)In: IEEE Control Systems Letters, ISSN 2475-1456, Vol. 4, no 1, p. 91-96, article id 8734106Article in journal (Refereed) Published
Abstract [en]

In this letter, we study conditions for the existence of stabilizing solutions of two classes of modified discrete algebraic Riccati equations (MAREs) emerging in stochastic control problems. In order to do so, we first rewrite each MARE in terms of a standard ARE subject to specific constraints, which allows us to connect their solution with a set of linear-control constrained problems. With this result we also determine, for each MARE, a linear matrix inequality problem whose feasibility is guaranteed if and only if a stabilizing solution of the original MARE exists.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers Inc. , 2020. Vol. 4, no 1, p. 91-96, article id 8734106
Keywords [en]
linear matrix inequalities, mean-square stabilizing solution, Modified algebraic Riccati equation, stochastic control, Linear control systems, Robustness (control systems), Stochastic control systems, Stochastic systems, Algebraic Riccati equations, Constrained problem, Discrete algebraic Riccati equation, Linear controls, Linear matrix inequality problems, Stabilizing solutions, Riccati equations
National Category
Other Mathematics
Research subject
Applied and Computational Mathematics; Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-263456DOI: 10.1109/LCSYS.2019.2921998Scopus ID: 2-s2.0-85068226008OAI: oai:DiVA.org:kth-263456DiVA, id: diva2:1375609
Note

QC20191205

Available from: 2019-12-05 Created: 2019-12-05 Last updated: 2019-12-05Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopus

Authority records BETA

González, Rodrigo A.

Search in DiVA

By author/editor
González, Rodrigo A.
Other Mathematics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf