A Numerical Algorithm for Optimal Feedback Gains in High Dimensional Linear Quadratic Regulator Problems
From MaRDI portal
Publication:3978497
DOI10.1137/0329029zbMath0736.65043MaRDI QIDQ3978497
Kazufumi Ito, Harvey Thomas Banks
Publication date: 25 June 1992
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0329029
computational algorithm; distributed parameter systems; Riccati equation; Smith method; feedback gains; linear quadratic regulator problems; control of distributed systems; Chandrasekhar system; Newton-Kleinman scheme
65K10: Numerical optimization and variational techniques
93C20: Control/observation systems governed by partial differential equations
93B52: Feedback control
Related Items
A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems, Riccati-based Boundary Feedback Stabilization of Incompressible Navier--Stokes Flows, Numerical methods for approximating functional gains in LQR boundary control problems, Stabilization of nonautonomous linear parabolic-like equations: oblique projections versus Riccati feedbacks, A POD projection method for large-scale algebraic Riccati equations, Balanced POD for linear PDE robust control computations, Approximation of low rank solutions for linear quadratic control of partial differential equations, Adaptive optimal control for continuous-time linear systems based on policy iteration, Solving the linear quadratic optimal control problem for infinite-dimensional systems, Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method, Discussion on: ``A robust approximation scheme for the LQG control of an undamped flexible beam with a tip mass, Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey, Riccati-less approach for optimal control and estimation: an application to two-dimensional boundary layers, Stabilization of Incompressible Flow Problems by Riccati-based Feedback, Optimal control as a regularization method for ill-posed problems, Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems
Uses Software
