Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems

DOI10.1002/nla.622zbMath1212.65245OpenAlexW2104744926MaRDI 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

zbMATH Keywords

algorithmsNewton's methodfeedbackLyapunov equationalgebraic Riccati equationlinear-quadratic optimal controlnumerical experimentssparse matrixcontrol systemCholesky factorslow-rank approximationalternating direction implicit iteration methodKleinman iterationlarge-scale, continuous-time linear time-invariant control systems

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical optimization and variational techniques (65K10) Optimal feedback synthesis (49N35) Feedback control (93B52) Numerical computation of solutions to systems of equations (65H10) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Linear-quadratic optimal control problems (49N10)

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Uses Software

• LYAPACK
• Algorithm 432

Cites Work

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