On the Anderson-Moore method for solving the optimal output feedback problem

DOI10.1109/TAC.1984.1103672zbMath0542.49016OpenAlexW2064320743MaRDI QIDQ3330021

Pertti M. Mäkilä

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1984.1103672

zbMATH Keywords

global convergencedescent Anderson-Moore methoddescent mapping algorithm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Mathematical programming (90C99)

Related Items

Stabilization problems for a system with output feedback (review) ⋮ Optimization problems for periodic systems ⋮ Newton's method for solving parametric linear quadratic control problems ⋮ Survey of industrial optimized adaptive control ⋮ A globally convergent algorithm for the optimal constant output feedback problem ⋮ A descent Anderson-Moore algorithm for optimal decentralized control