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

DOI10.1002/nla.1828zbMath1289.49038OpenAlexW1854762435MaRDI QIDQ5397306

Federico Poloni, Volker Mehrmann

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

zbMATH Keywords

optimal controlCayley transformationstructured doubling algorithmsymplectic pencildisk function methodpencil arithmetic

Mathematics Subject Classification ID

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

Related Items (3)

A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems ⋮ Möbius transformations of matrix polynomials ⋮ Conditioning and backward errors of eigenvalues of homogeneous matrix polynomials under Möbius transformations

Uses Software

• PEPACK

Cites Work

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