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Journal of Automation and Information Sciences

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ISSN Imprimer: 1064-2315

ISSN En ligne: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

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On Solution of the Generalized Riccati Equations

Volume 48, Numéro 11, 2016, pp. 1-6
DOI: 10.1615/JAutomatInfScien.v48.i11.10
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RÉSUMÉ

The procedures, appearing while the synthesis of the optimal control of linear time-invariant systems, are considered. The algorithms of finding the maximal solutions of the generalized Riccati equations, arising both in the problems with continuous and with discrete time, are presented. These algorithms are based on the procedures of linear matrix inequalities.

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