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

DOI10.1002/nla.622zbMath1212.65245MaRDI 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

algorithms; Newton's method; feedback; Lyapunov equation; algebraic Riccati equation; linear-quadratic optimal control; numerical experiments; sparse matrix; control system; Cholesky factors; low-rank approximation; alternating direction implicit iteration method; Kleinman iteration; large-scale, continuous-time linear time-invariant control systems

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65K10: Numerical optimization and variational techniques

49N35: Optimal feedback synthesis

93B52: Feedback control

65H10: Numerical computation of solutions to systems of equations

93C05: Linear systems in control theory

15A24: Matrix equations and identities

49N10: Linear-quadratic optimal control problems

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Uses Software

• LYAPACK
• Algorithm 432

Cites Work

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