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A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations
January 1974 (vol. 23 no. 1)
pp. 100-102
A.I.A. Salama, University of Calgary
A computational algorithm for solving a system of coupled matrix algebraic equations is presented in this paper. Such equations arise in optimal control problems of linear systems with jump parameters.
Index Terms:
Coupled matrix Riccati equation, jump parameters, linear systems, Newton's method, optimal control.
Citation:
A.I.A. Salama, V. Gourishankar, "A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations," IEEE Transactions on Computers, vol. 23, no. 1, pp. 100-102, Jan. 1974, doi:10.1109/T-C.1974.223788
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