On the Anderson-Moore method for solving the optimal output feedback problem

DOI10.1109/TAC.1984.1103672MaRDI QIDQ3330021zbMATH OpenOpenAlexFDO

Authors P. M. Mäkilä

Publication date 1984

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

Full work available at URL https://doi.org/10.1109/tac.1984.1103672

zbMATH Keywords

descent Anderson-Moore methoddescent mapping algorithmglobal convergence

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Mathematical programming (90C99) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

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Cited in

(8)

• A descent Anderson-Moore algorithm for optimal decentralized control
• On optimal model reduction for output feedback design
• Stabilization problems for a system with output feedback (review)
• Optimization problems for periodic systems
• A globally convergent algorithm for the optimal constant output feedback problem
• Newton's method for solving parametric linear quadratic control problems
• Computational methods for parametric LQ problems--A survey
• Survey of industrial optimized adaptive control

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