Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems. (Q3588939)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5782703
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems. |
scientific article; zbMATH DE number 5782703 |
Statements
Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems (English)
0 references
10 September 2010
0 references
Lyapunov equation
0 references
algebraic Riccati equation
0 references
linear-quadratic optimal control
0 references
Newton's method
0 references
low-rank approximation
0 references
control system
0 references
sparse matrix
0 references
large-scale, continuous-time linear time-invariant control systems
0 references
algorithms
0 references
alternating direction implicit iteration method
0 references
Cholesky factors
0 references
Kleinman iteration
0 references
feedback
0 references
numerical experiments
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8863270282745361
0 references
0.8762220740318298
0 references
0.8681790828704834
0 references
0.8613957166671753
0 references
