The sensitivity of coupled continuous-time Riccati equations is analyzed through the norm of the inverse Lyapunov-like operator. This analysis leads to bounds on the perturbation of the solution. As a byproduct some properties of coupled Lyapunov equation and results on the stability of linear systems with jumps are presented.

In this paper, optimal control for stochastic linear singular Takagi–Sugeno (T–S) fuzzy delay system with quadratic performance is obtained using genetic programming (GP). To obtain the optimal control, the solution of matrix Riccati differential equation (MRDE) is computed by solving differential algebraic equation (DAE) using a novel and nontraditional GP approach. The GP solution is equivale...

We prove a comparison theorem for the solutions of a rational matrix difference equation, generalizing the Riccati difference equation, and existence and convergence results for the solutions of this equation. Moreover we present conditions ensuring that the corresponding algebraic matrix equation has a stabilizing or almost stabilizing solution. AMS Classification: 39A10, 93E03.

In this paper we show how the zero dynamics of (not necessarily square) spectral factors relate to the splitting subspace geometry of stationary stochastic models and to the corresponding algebraic Riccati inequality. We introduce the notion of output-induced subspace of a minimal Markovian splitting subspace, which is the stochastic analogue of the supremal output-nulling subspace in geometric...

In this paper we consider the numerical solution of the algebraic Riccati equation using Newton's method. We propose an inexact variant which allows one control the number of the inner iterates used in an iterative solver for each Newton step. Conditions are given under which the monotonicity and global convergence result of Kleinman also hold for the inexact Newton iterates. Numerical results ...

In this paper, we present a naturally numerical method for finding the maximal hermitian solution X+ of the Discrete-Time Algebraic Riccati Equation (DTARE) based on the convergence of a monotone sequence of hermitian matrices. MIRAMARE TRIESTE August 1999 E-mail: [email protected] 227 Nguyen Van Cu, Q5, HCMC, Vietnam.

We first obtain by analogy with the continuous (differential) case the general solution of a discrete Riccati equation. Our results can be considered the discrete analog of Miel-nik's construction in supersymmetric quantum mechanics [J. Moreover, we establish the full equivalence of our discrete Riccati equation and a corresponding homogeneous second order discrete linear equation. We present a...

In this paper, optimal control for stochastic linear quadratic singular neuro Takagi–Sugeno (T-S) fuzzy system with singular cost is obtained using genetic programming(GP). To obtain the optimal control, the solution of matrix Riccati differential equation (MRDE) is computed by solving differential algebraic equation (DAE) using a novel and nontraditional GP approach. The obtained solution in t...