PARALLEL ALGORITHMS FOR OPTIMAL-CONTROL OF WEAKLY COUPLED AND SINGULARLY PERTURBED JUMP LINEAR-SYSTEMS

被引：19

作者：

BORNO, I ^{[1
]}

GAJIC, Z ^{[1
]}

机构：

[1] RUTGERS STATE UNIV,DEPT ELECT & COMP ENGN,PISCATAWAY,NJ 08855

来源：

AUTOMATICA | 1995年 / 31卷 / 07期

关键词：

LARGE-SCALE SYSTEMS; MARKOV PROCESSES; OPTIMAL CONTROL; SINGULAR PERTURBATIONS; STOCHASTIC CONTROL;

D O I：

10.1016/0005-1098(95)00011-K

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Parallel algorithms for solving coupled Riccati equations associated with weakly coupled and singularly perturbed linear jump parameter systems with Markovian jump regime are obtained. These algorithms yield arbitrary orders of accuracy. The algorithms operate on reduced-order algebraic equations; hence they are numerically very efficient.

引用

页码：985 / 988

页数：4

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