Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems (Q3588939): Difference between revisions
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Revision as of 12:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems |
scientific article |
Statements
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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