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Digitale Medien

Gradient-flow approach for computing a nonlinear-quadratic optimal-output feedback gain matrix (1995)

Teo, K. L. ; Wong, K. H. ; Yan, W. Y.

Springer

Journal of optimization theory and applications 85 (1995), S. 75-96

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ISSN: 1573-2878

Schlagwort(e): Optimal control ; infinite horizon ; nonlinear-quadratic regulator problem ; linear state feedback ; approximate problems ; gradient-flow based algorithm

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik

Notizen: Abstract In this paper, an approach is proposed for solving a nonlinear-quadratic optimal regulator problem with linear static state feedback and infinite planning horizon. For such a problem, approximate problems are introduced and considered, which are obtained by combining a finite-horizon problem with an infinite-horizon linear problem in a certain way. A gradient-flow based algorithm is derived for these approximate problems. It is shown that an optimal solution to the original problem can be found as the limit of a sequence of solutions to the approximate problems. Several important properties are obtained. For illustration, two numerical examples are presented.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF02192300

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