A vector space approach to the indefinite LQR problem

DOI10.1080/00207178408933184zbMath0536.49011OpenAlexW2081955673MaRDI QIDQ3320992

Uday B. Desai, Howard L. Weinert

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933184

zbMATH Keywords

Riccati equationoblique projectionsindefinite problemlinear quadratic problem

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi theories (49L99) Numerical methods in optimal control (49M99)

Related Items (1)

Oblique projections: Formulas, algorithms, and error bounds

Cites Work

• The use of operator factorization for linear control and estimation
• An optimal controller arising from minimization of a quadratic performance criterion of indefinite form
• Generalized Image Restoration by the Method of Alternating Orthogonal Projections
• Extensions of quadratic minimization theory I. Finite time results

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