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Showing 1 to 1 of 1 for “"Coupled algebraic Riccat equations"”.
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On the numerical solution of continuous coupled algebraic Riccati equations
… unified upper solution bound for the continuous coupled algebraic Riccati equation, which arises from the optimal control of a Markovian jump linear system. In particular, we address the issue of rank deficiency with the control matrices. In the case of rank deficiency the existing matrix upper …