Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems
Publication:3588939
DOI10.1002/nla.622zbMath1212.65245MaRDI QIDQ3588939
No author found.
Publication date: 10 September 2010
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.622
algorithms; Newton's method; feedback; Lyapunov equation; algebraic Riccati equation; linear-quadratic optimal control; numerical experiments; sparse matrix; control system; Cholesky factors; low-rank approximation; alternating direction implicit iteration method; Kleinman iteration; large-scale, continuous-time linear time-invariant control systems
65F50: Computational methods for sparse matrices
65K10: Numerical optimization and variational techniques
49N35: Optimal feedback synthesis
93B52: Feedback control
65H10: Numerical computation of solutions to systems of equations
93C05: Linear systems in control theory
15A24: Matrix equations and identities
49N10: Linear-quadratic optimal control problems
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