@inproceedings{340bbba79a2443408c8993abf41eca5c,
title = "An improved weighted iterative algorithm for Riccati matrix equation in discrete-time Markov jump system",
abstract = "This paper has come up with a novel iterative method which can obtain the unique solutions of the discrete coupled Riccati matrix equations. Firstly, with introducing a weighted parameter between the latest estimated information and the past information, we propose an iterative algorithm to solve the discrete coupled Riccati matrix equations. Then, the weighted parameter can be replaced with a diagonal parameter matrix to accelerate the convergence rate of solving the matrix equations. It makes further shown that the matrix sequence in the proposed algorithm can converge to the unique solutions of the matrix equation. In the end, a numerical example is shown to illustrate the feasibility of the iterative algorithm.",
keywords = "Convergence, Markov jump system, Weighted iterative algorithm",
author = "Wang, \{Yu Rui\} and Ying Zhang and Rui Zhang",
note = "Publisher Copyright: {\textcopyright} 2021 IEEE; 2021 China Automation Congress, CAC 2021 ; Conference date: 22-10-2021 Through 24-10-2021",
year = "2021",
doi = "10.1109/CAC53003.2021.9728552",
language = "英语",
series = "Proceeding - 2021 China Automation Congress, CAC 2021",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "1404--1408",
booktitle = "Proceeding - 2021 China Automation Congress, CAC 2021",
address = "美国",
}