Convergence of the standard RLS method andUDUTfactorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming

DOI10.1080/00207721.2013.844283zbMath1332.90333OpenAlexW2003931400MaRDI QIDQ2792939

João Viana da Fonseca Neto, Patrícia Helena Moraes Rêgo, Ernesto M. Ferreira

Publication date: 14 March 2016

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2013.844283

zbMATH Keywords

convergencemultivariable controlnumerical stabilityrecursive least squaresapproximate dynamic programmingdiscrete linear quadratic regulator

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Dynamic programming (90C39) Linear-quadratic optimal control problems (49N10)

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