A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
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Publication:5397306
DOI10.1002/nla.1828zbMath1289.49038MaRDI QIDQ5397306
Federico Poloni, Volker Mehrmann
Publication date: 19 February 2014
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.1828
optimal control; Cayley transformation; structured doubling algorithm; symplectic pencil; disk function method; pencil arithmetic
65F15: Numerical computation of eigenvalues and eigenvectors of matrices
93B52: Feedback control
49N10: Linear-quadratic optimal control problems
Related Items
Conditioning and backward errors of eigenvalues of homogeneous matrix polynomials under Möbius transformations, A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems, Möbius transformations of matrix polynomials
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