A Symplectic Orthogonal Method for Single Input or Single Output Discrete Time Optimal Quadratic Control Problems
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Publication:3785831
DOI10.1137/0609019zbMath0643.65032MaRDI QIDQ3785831
Publication date: 1988
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0609019
eigenvalues; invariant subspaces; symplectic matrices; discrete optimal control problem; QZ-algorithm; linear quadratic control; discrete algebraic Riccati equations
65K10: Numerical optimization and variational techniques
49M25: Discrete approximations in optimal control
49K15: Optimality conditions for problems involving ordinary differential equations
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