A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems (Q5397306): Difference between revisions

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scientific article; zbMATH DE number 6260149

Language	Label	Description	Also known as
English	A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems	scientific article; zbMATH DE number 6260149

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instance of

scholarly article

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title

A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems (English)

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Numerical Linear Algebra with Applications

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publication date

19 February 2014

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zbMATH Keywords

structured doubling algorithm

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optimal control

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symplectic pencil

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Cayley transformation

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disk function method

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pencil arithmetic

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describes a project that uses

PEPACK

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1002/nla.1828

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cites work

Q4894946

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Existence, Uniqueness, and Parametrization of Lagrangian Invariant Subspaces

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Q4850020

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The autonomous linear quadratic control problem. Theory and numerical solution

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Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils

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A new method for computing the stable invariant subspace of a real Hamiltonian matrix

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A robust numerical method for the $\gamma$-iteration in $H_{\infty}$ control

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Spectral factorization via Hermitian pencils

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Linear Control Theory with an ${\bf H}_\infty $ Optimality Criterion

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On the numerical solution of the discrete-time algebraic Riccati equation

0 references

A numerical method for computing the Hamiltonian Schur form

0 references

A new block method for computing the Hamiltonian Schur form

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Second-order convergent algorithms for the steady-state Riccati equation†

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Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation

0 references

Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations

0 references

A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations

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Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations

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Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations

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An arithmetic for matrix pencils: theory and new algorithms

0 references

Solving the algebraic Riccati equation with the matrix sign function

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Spectral division methods for block generalized Schur decompositions

0 references

An inverse free parallel spectral divide and conquer algorithm for nonsymmetric eigenproblems

0 references

Structured Polynomial Eigenvalue Problems: Good Vibrations from Good Linearizations

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A step toward a unified treatment of continuous and discrete time control problems

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Q5494299

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Convergence Analysis of the Doubling Algorithm for Several Nonlinear Matrix Equations in the Critical Case

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Q4039860

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The palindromic generalized eigenvalue problem $A^{*}x=\lambda Ax$: Numerical solution and applications

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A generalization of the matrix-sign-function solution for algebraic Riccati equations

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A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems

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Identifiers

zbMATH Open document ID

1289.49038

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DOI

10.1002/nla.1828

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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@@ Property / cites work: Q4894946 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence, Uniqueness, and Parametrization of Lagrangian Invariant Subspaces
+Normal rank
@@ Property / cites work @@
+Q4850020
@@ Property / cites work: Q4850020 / rank @@
+Normal rank
@@ Property / cites work @@
+The autonomous linear quadratic control problem. Theory and numerical solution
+Normal rank
@@ Property / cites work @@
+Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils
+Normal rank
@@ Property / cites work @@
+A new method for computing the stable invariant subspace of a real Hamiltonian matrix
+Normal rank
@@ Property / cites work @@
+A robust numerical method for the \(\gamma\)-iteration in \(H_{\infty}\) control
+Normal rank
@@ Property / cites work @@
+Spectral factorization via Hermitian pencils
@@ Property / cites work: Spectral factorization via Hermitian pencils / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Control Theory with an ${\bf H}_\infty $ Optimality Criterion
+Normal rank
@@ Property / cites work @@
+On the numerical solution of the discrete-time algebraic Riccati equation
+Normal rank
@@ Property / cites work @@
+A numerical method for computing the Hamiltonian Schur form
+Normal rank
@@ Property / cites work @@
+A new block method for computing the Hamiltonian Schur form
+Normal rank
@@ Property / cites work @@
+Second-order convergent algorithms for the steady-state Riccati equation†
+Normal rank
@@ Property / cites work @@
+Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation
+Normal rank
@@ Property / cites work @@
+Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations
+Normal rank
@@ Property / cites work @@
+A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations
+Normal rank
@@ Property / cites work @@
+Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+An arithmetic for matrix pencils: theory and new algorithms
+Normal rank
@@ Property / cites work @@
+Solving the algebraic Riccati equation with the matrix sign function
+Normal rank
@@ Property / cites work @@
+Spectral division methods for block generalized Schur decompositions
+Normal rank
@@ Property / cites work @@
+An inverse free parallel spectral divide and conquer algorithm for nonsymmetric eigenproblems
+Normal rank
@@ Property / cites work @@
+Structured Polynomial Eigenvalue Problems: Good Vibrations from Good Linearizations
+Normal rank
@@ Property / cites work @@
+A step toward a unified treatment of continuous and discrete time control problems
+Normal rank
@@ Property / cites work @@
+Q5494299
@@ Property / cites work: Q5494299 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence Analysis of the Doubling Algorithm for Several Nonlinear Matrix Equations in the Critical Case
+Normal rank
@@ Property / cites work @@
+Q4039860
@@ Property / cites work: Q4039860 / rank @@
+Normal rank
@@ Property / cites work @@
+The palindromic generalized eigenvalue problem \(A^{*}x=\lambda Ax\): Numerical solution and applications
+Normal rank
@@ Property / cites work @@
+A generalization of the matrix-sign-function solution for algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5397306