A Numerical Algorithm for Optimal Feedback Gains in High Dimensional LQR (Linear Quadratic Regulator) Problems.

Abstract

The authors a hybrid method for computing the feedback gains in linear quadratic regulator (LQR) problems. The method, which combines use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated so as to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantages of our proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed and numerical evidence of the efficacy of our ideas presented. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1986
Accession Number
ADA182671

Entities

People

  • H. Thomas Banks
  • Kazufumi Ito

Organizations

  • Brown University

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Air Force
  • Algorithms
  • Applied Mathematics
  • Computational Fluid Dynamics
  • Computational Science
  • Computations
  • Control Systems
  • Differential Equations
  • Eigenvalues
  • Eigenvectors
  • Equations
  • Feedback
  • Flexible Structures
  • Mathematics
  • Partial Differential Equations
  • Riccati Equation

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Linear Algebra