Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations.
Vasile DraganToader MorozanAdrian-Mihail StoicaPublished in: Int. J. Control (2010)
Keyphrases
- optimal solution
- benchmark problems
- solution space
- dynamic programming
- np hard
- mathematical model
- computational cost
- detection algorithm
- learning algorithm
- solution quality
- special case
- matching algorithm
- simulated annealing
- optimization algorithm
- multi class classification
- differential equations
- cost function
- iterative optimization
- preprocessing
- computational complexity
- similarity measure
- optimal or near optimal
- polynomial equations
- linear systems
- linear programming
- search space
- objective function