Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems

Numerical Linear Algebra with Applications

Volumn 15, Issue 9, 2008, Pages 755-777

  Benner, Peter ^a   Li, Jing Rebecca ^b   Penzl, Thilo ^c  

^a CHEMNITZ UNIVERSITY OF TECHNOLOGY   (Germany)

^b INRIA ROCQUENCOURT   (France)

^c UNIVERSITY OF CALGARY   (Canada)

Author keywords

Algebraic Riccati equation; Control system; Linear quadratic optimal control; Low rank approximation; LQR problem; Lyapunov equation; Newton's method; Sparse matrices

Indexed keywords

EID: 55749097248     PISSN: 10705325     EISSN: None     Source Type: Journal    
DOI: 10.1002/nla.622     Document Type: Article

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