共 34 条
- [1] Rami M.A., Zhou X.Y., Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls, IEEE Trans. Autom. Control, 45, 6, pp. 1131-1143, (2000)
- [2] El Bouhtouri A., Hinrichsen D., Pritchard A.J., On the disturbance attenuation problem for a wide class of time invariant linear stochastic systems, Stoch. Stoch. Rep., 65, 3-4, pp. 255-297, (1999)
- [3] Damm T., Hinrichsen D., Newton’s method for a rational matrix equation occurring in stochastic control, Proceedings of the Eighth Conference of the International Linear Algebra Society (Barcelona, 1999), 332-334, pp. 81-109, (2001)
- [4] Hinrichsen D., Pritchard A.J., Stochastic H., <sub>∞</sub> , SIAM J. Control Optim, 36, pp. 1504-1538, (1998)
- [5] Lancaster P., Rodman L., Algebraic Riccati Equations. Oxford Science Publications, (1995)
- [6] Mehrmann V.L., The Autonomous Linear Quadratic Control Problem: Theory and Numerical Solution, Lecture Notes in Control and Information Sciences, 163, (1991)
- [7] Zhou K., Doyle J.C., Glover K., Robust and Optimal Control, (1996)
- [8] Benner P., Laub A.J., Mehrmann V., A collection of benchmark examples for the numerical solution of algebraic Riccati equations I: Continuous-time case, Technical Report SPC, (1995)
- [9] Benner P., Laub A.J., Mehrmann V., A Collection of Benchmark Examples for the Numerical Solution of Algebraic Riccati Equations II: Discrete-Time Case, (1995)
- [10] Sima V., Algorithms for Linear-Quadratic Optimization, Monographs and Textbooks in Pure and Applied Mathematics, 200, (1996)