A Numerical Algorithm for Optimal Feedback Gains in High Dimensional Linear Quadratic Regulator Problems
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Publication:3978497
DOI10.1137/0329029zbMath0736.65043OpenAlexW2015076306MaRDI 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 algorithmdistributed parameter systemsRiccati equationSmith methodfeedback gainslinear quadratic regulator problemscontrol of distributed systemsChandrasekhar systemNewton-Kleinman scheme
Numerical optimization and variational techniques (65K10) Control/observation systems governed by partial differential equations (93C20) Feedback control (93B52)
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