LMI approach for solving periodic matrix Riccati equation.
Sergei V. GusevAnton S. ShiriaevLeonid B. FreidovichPublished in: PSYCO (2007)
Keyphrases
- nonlinear equations
- systems of linear equations
- algebraic equations
- matrix inversion
- hamilton jacobi
- linear complementarity problem
- fuzzy systems
- low rank
- eigenvalue problems
- recommender systems
- differential equations
- lagrange multipliers
- control strategy
- singular value decomposition
- combinatorial optimization
- covariance matrix
- input output
- mathematical model
- dynamic programming