Newton's method for solving parametric linear quadratic control problems

DOI10.1080/00207178708547402zbMath0645.49016OpenAlexW2083671367MaRDI QIDQ3788608

Pertti M. Mäkilä, Hannu T. T. Toivonen

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/00207178708547402

zbMATH Keywords

Newton's methodoptimal output feedbackoptimal decentralized controlparametric linear quadratic control problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Linear systems in control theory (93C05)

Related Items (7)

Multiple models, multiplicative noise and linear quadratic control—algorithmic aspects ⋮ A gradient flow approach to decentralised output feedback optimal control ⋮ A trust region method for solving the decentralized static output feedback design problem ⋮ Constrained optimal estimation and control ⋮ The periodic optimality of LQ controllers satisfying strong stabilization. ⋮ A computational method for optimal L-Q regulation with simultaneous disturbance decoupling ⋮ Trust region methods for solving the optimal output feedback design problem

Uses Software

• EISPACK

Cites Work

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• A descent Anderson-Moore algorithm for optimal decentralized control
• Computational methods in optimization. A unified approach.
• Matrix eigensystem routines - EISPACK guide. 2nd ed
• An algorithm for optimal decentralized regulation of linear quadratic interconnected systems
• Truncated-Newton algorithms for large-scale unconstrained optimization
• An Algorithm for Computing Reducing Subspaces by Block Diagonalization
• On the Anderson-Moore method for solving the optimal output feedback problem
• A globally convergent algorithm for the optimal constant output feedback problem
• Parameter optimization in linear systems with arbitrarily constrained controller structure
• Inexact Newton Methods
• Output feedback stabilization and related problems-solution via decision methods
• Structured feedback control of discrete linear stochastic systems with quadratic costs
• Extensions to the Bartels-Stewart algorithm for linear matrix equations
• Computation of optimal output feedback gains for linear multivariable systems
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]

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