Suboptimal Markovian smoothing estimates based on continuous curves of solutions of the algebraic Riccati inequality

Michele Pavon; Harald K. Wimmer

doi:10.1016/S0005-1098(02)00019-5

Suboptimal Markovian smoothing estimates based on continuous curves of solutions of the algebraic Riccati inequality

Michele Pavon, Harald K. Wimmer

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

Suboptimal Markovian smoothing estimates based on continuous curves of the solutions of algebraic Riccati inequality was discussed. Continuous dependence of all the solutions of an algebraic Riccati equation on the data matrices was established. Some extensions to the case of nonsymmetric Riccati equations were also considered. The result on the algebraic inequality was then applied to obtain solution for the smoothing problem.

Original language	English (US)
Pages (from-to)	1017-1025
Number of pages	9
Journal	Automatica
Volume	38
Issue number	6
DOIs	https://doi.org/10.1016/S0005-1098(02)00019-5
State	Published - Jun 2002

Keywords

Algebraic Riccati inequality
Markovian smoothing estimates

ASJC Scopus subject areas

Control and Systems Engineering
Electrical and Electronic Engineering

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10.1016/S0005-1098(02)00019-5

Cite this

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abstract = "Suboptimal Markovian smoothing estimates based on continuous curves of the solutions of algebraic Riccati inequality was discussed. Continuous dependence of all the solutions of an algebraic Riccati equation on the data matrices was established. Some extensions to the case of nonsymmetric Riccati equations were also considered. The result on the algebraic inequality was then applied to obtain solution for the smoothing problem.",

keywords = "Algebraic Riccati inequality, Markovian smoothing estimates",

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AB - Suboptimal Markovian smoothing estimates based on continuous curves of the solutions of algebraic Riccati inequality was discussed. Continuous dependence of all the solutions of an algebraic Riccati equation on the data matrices was established. Some extensions to the case of nonsymmetric Riccati equations were also considered. The result on the algebraic inequality was then applied to obtain solution for the smoothing problem.

KW - Algebraic Riccati inequality

KW - Markovian smoothing estimates

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Suboptimal Markovian smoothing estimates based on continuous curves of solutions of the algebraic Riccati inequality

Abstract

Keywords

ASJC Scopus subject areas

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