Contribution to the solution of the linear-quadratic problem for large systems

DOI10.1109/9.45191MaRDI QIDQ5751491zbMATH OpenOpenAlexFDO

Authors W. H. Wehn, Pierre R. Belanger

Publication date 1990

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.45191

zbMATH Keywords

distributed parameter systemsinfinite-time regulator problemvery high order systems

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Filtering in stochastic control theory (93E11)

Recommendations

• Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
• Numerical Solution for Large-Scale Systems with General Multiple Linear-Quadratic Structure
• A Numerical Algorithm for Optimal Feedback Gains in High Dimensional Linear Quadratic Regulator Problems
• Solving the linear quadratic optimal control problem for infinite-dimensional systems
• Solving linear-quadratic optimal control problems on parallel computers

Cited in

(3)

• A Numerical Algorithm for Optimal Feedback Gains in High Dimensional Linear Quadratic Regulator Problems
• Numerical Solution for Large-Scale Systems with General Multiple Linear-Quadratic Structure
• Sparse feedback stabilization in high‐order linear systems

This page was built for publication: Contribution to the solution of the linear-quadratic problem for large systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5751491)