A vector space approach to the indefinite LQR problem

DOI10.1080/00207178408933184MaRDI QIDQ3320992zbMATH OpenOpenAlexFDO

Authors Uday B. Desai, Howard L. Weinert

Publication date 1984

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178408933184

zbMATH Keywords

Riccati equationoblique projectionsindefinite problemlinear quadratic problem

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi theories (49L99) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Numerical methods in optimal control (49M99)

Recommendations

• The Regular Free-Endpoint Linear Quadratic Problem with Indefinite Cost
• Indefinite Linear Quadratic Optimal Control Problem for Singular Linear Discrete-time System: Krein Space Method
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• Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
• A note on finite-horizon LQ problems with indefinite cost

Cites work

• An optimal controller arising from minimization of a quadratic performance criterion of indefinite form
• Extensions of quadratic minimization theory I. Finite time results
• Generalized Image Restoration by the Method of Alternating Orthogonal Projections
• The use of operator factorization for linear control and estimation

Cited in

(4)

• The fiber bundle of optimal control theory
• The ‘unreachable poles’ defect in LQR theory: analysis and remedy
• Limits of propriety for linear-quadratic regulator problems
• Oblique projections: Formulas, algorithms, and error bounds

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