On application of the ray-shooting method for LQR via static-output-feedback (Q2633243): Difference between revisions
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Revision as of 22:46, 19 March 2024
scientific article
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English | On application of the ray-shooting method for LQR via static-output-feedback |
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On application of the ray-shooting method for LQR via static-output-feedback (English)
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8 May 2019
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Summary: In this article we suggest a randomized algorithm for the LQR (Linear Quadratic Regulator) optimal-control problem via static-output-feedback. The suggested algorithm is based on the recently introduced randomized optimization method called the Ray-Shooting Method that efficiently solves the global minimization problem of continuous functions over compact non-convex unconnected regions. The algorithm presented here is a randomized algorithm with a proof of convergence in probability. Its practical implementation has good performance in terms of the quality of controllers obtained and the percentage of success.
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optimal control
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state-space models
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randomized algorithms
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continuous-time systems
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