Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems (Q3588939): Difference between revisions

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Latest revision as of 05:00, 3 July 2024

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Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems
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    Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems (English)
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    10 September 2010
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    Lyapunov equation
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    algebraic Riccati equation
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    linear-quadratic optimal control
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    Newton's method
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    low-rank approximation
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    control system
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    sparse matrix
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    large-scale, continuous-time linear time-invariant control systems
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    algorithms
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    alternating direction implicit iteration method
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    Cholesky factors
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    Kleinman iteration
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    feedback
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    numerical experiments
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