On application of the ray-shooting method for LQR via static-output-feedback (Q2633243): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 08:55, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On application of the ray-shooting method for LQR via static-output-feedback |
scientific article |
Statements
On application of the ray-shooting method for LQR via static-output-feedback (English)
0 references
8 May 2019
0 references
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.
0 references
optimal control
0 references
state-space models
0 references
randomized algorithms
0 references
continuous-time systems
0 references