Solution and asymptotic behavior of coupled Riccati equations in jump linear systems

Abou-Kandil H.; Freiling G.

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Solution and asymptotic behavior of coupled Riccati equations in jump linear systems

机译：跳跃线性系统中耦合Riccati方程的解和渐近行为

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A new necessary and sufficient condition for the existence of a positive semidefinite solution of coupled Riccati equations occurring in jump linear systems is derived. By verifying a Riccati inequality it is shown that such a solution exists; in addition two numerical algorithms are given to compute it. An example is given to illustrate the proposed method.

机译：推导了存在跳跃跳线性系统中耦合Riccati方程正半定解存在的新的充要条件。通过验证Riccati不等式，表明存在这样的解决方案。另外，给出了两种数值算法进行计算。举例说明了该方法。

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《IEEE Transactions on Automatic Control》 |1994年第8期|P.1631-1636|共6页
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Abou-Kandil H.; Freiling G.;
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1. Solution and asymptotic behavior of coupled Riccati equations injump linear systems [J] . Abou-Kandil H., Freiling G., Jank G. IEEE Transactions on Automatic Control . 1994,第8期

机译：耦合线性Riccati方程组的解和渐近性。
2. An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems [J] . Wu Ai-Guo, Sun Hui-Jie, Liu Wanquan International journal of systems science . 2020,第13a16期

机译：连续时间马尔维亚跳线性系统中耦合Riccati方程的迭代算法
3. Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems [J] . Baczynski J, Fragoso MD Mathematics of Control, Signals, and Systems: MCSS . 2008,第2期

机译：链接到无限马氏跳线性系统的代数Riccati方程的最大解
4. Stabilizing solutions to coupled matrix Riccati differential equations associated to linear systems with Markovian jumping and multiplicative noise [C] . Dragan V., Morozan T. European Control Conference . 1999

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5. Method of averaging in constructing asymptotics of solutions of systems of linear difference equations. [D] . Bourd, Alexei. 2003

机译：构造线性差分方程组解的渐近性的平均方法。
6. Multiplicity and asymptotic behavior of solutions for Kirchhoff type equations involving the Hardy–Sobolev exponent and singular nonlinearity [O] . Liejun Shen -1

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Solution and asymptotic behavior of coupled Riccati equations in jump linear systems

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