Existence of a Mean-Square Stabilizing Solution to a Modified Algebraic Riccati Equation
نویسندگان
چکیده
منابع مشابه
Existence of a Mean-Square Stabilizing Solution to a Modified Algebraic Riccati Equation
In this paper, we investigate a mean-square stabilizing solution to a modified algebraic Riccati equation (MARE), which arises in our previous work on the linear quadratic optimal control for linear time-invariant discrete systems with random input gains. An explicit necessary and sufficient condition ensuring the existence of a mean-square stabilizing solution is given directly in terms of the...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2018
ISSN: 0363-0129,1095-7138
DOI: 10.1137/16m1098255