A Numerical Algorithm for Optimal Feedback Gains in High Dimensional Linear Quadratic Regulator Problems

DOI10.1137/0329029zbMath0736.65043OpenAlexW2015076306MaRDI QIDQ3978497

Kazufumi Ito, Harvey Thomas Banks

Publication date: 25 June 1992

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0329029

zbMATH Keywords

computational algorithmdistributed parameter systemsRiccati equationSmith methodfeedback gainslinear quadratic regulator problemscontrol of distributed systemsChandrasekhar systemNewton-Kleinman scheme

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Control/observation systems governed by partial differential equations (93C20) Feedback control (93B52)

Related Items (16)

Solving the linear quadratic optimal control problem for infinite-dimensional systems ⋮ Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ Stabilization of nonautonomous linear parabolic-like equations: oblique projections versus Riccati feedbacks ⋮ A POD projection method for large-scale algebraic Riccati equations ⋮ Balanced POD for linear PDE robust control computations ⋮ Numerical methods for approximating functional gains in LQR boundary control problems ⋮ Approximation of low rank solutions for linear quadratic control of partial differential equations ⋮ Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems ⋮ Discussion on: ``A robust approximation scheme for the LQG control of an undamped flexible beam with a tip mass ⋮ Adaptive optimal control for continuous-time linear systems based on policy iteration ⋮ Stabilization of Incompressible Flow Problems by Riccati-based Feedback ⋮ Riccati-based Boundary Feedback Stabilization of Incompressible Navier--Stokes Flows ⋮ Optimal control as a regularization method for ill-posed problems ⋮ Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey ⋮ Riccati-less approach for optimal control and estimation: an application to two-dimensional boundary layers

Uses Software

• HQR3

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