A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems

DOI10.1002/NLA.1828zbMATH Open1289.49038OpenAlexW1854762435MaRDI QIDQ5397306FDOQ5397306

Authors: Volker Mehrmann, Federico Poloni 

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

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zbMATH Keywords

Cayley transformationoptimal controlstructured doubling algorithmsymplectic pencildisk function methodpencil arithmetic

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Linear-quadratic optimal control problems (49N10) Feedback control (93B52)

Cites Work

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• A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
• The palindromic generalized eigenvalue problem \(A^{*}x=\lambda Ax\): Numerical solution and applications

Cited In (7)

• Möbius transformations of matrix polynomials
• Title not available (Why is that?)
• High order structure preserving explicit methods for solving linear-quadratic optimal control problems
• On numeric solution of linear-quadratic optimal control problem by dual method
• A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
• Block-structured quadratic programming for the direct multiple shooting method for optimal control
• Conditioning and backward errors of eigenvalues of homogeneous matrix polynomials under Möbius transformations

Uses Software

• PEPACK

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