The Autonomous linear quadratic control problem : theory and numerical solution

A survey is given on the state of the art in theory and numerical solution of general autonomous linear quadratic optimal control problems (continuous and discrete) with differential algebraic equation constraints. It incorporates the newest developments on differential algebraic equations, Riccati...

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Bibliografski detalji
Daljnji autori: Mehrmann, Volker, 1955- (Urednik)
Format: Livre numérique
Jezik:Anglais
Izdano: Berlin [etc.] : Springer [20..].
Cham : Springer Nature
Serija:Lecture notes in control and information sciences 163
Teme:
Online pristup:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Bilješka: Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• The Autonomous linear quadratic control problem, theory and numerical solution, V.L. Mehrmann (ed.), Berlin, Springer-Verlag, 1991, 176 p., Lecture notes in control and information sciences, 0-387-54170-5
• The Autonomous Linear Quadratic Control Problem, Texte imprimé, 9783662185810
Sadržaj:
  • Notation and definitions
  • Existence of solutions
  • Eigenstructure of ?A - ?B, ?A? - ?B?
  • Uniqueness and stability of feedback solutions
  • Algebraic Riccati equations and deflating subspaces
  • Schur-forms, Hessenberg-forms and triangular decompositions
  • Perturbation analysis
  • Numerical preprocessing
  • Defect correction
  • Newton's method
  • The sign function method
  • Elementary transformation matrices
  • Schur methods
  • Unitary symplectic algorithms for special Hamiltonian or symplectic eigenvalue problems
  • Nonunitary algorithms for real Hamiltonian or real symplectic eigenvalue problems
  • Closed loop algorithms
  • A combination algorithm for real Hamiltonian and symplectic eigenvalue problems
  • Numerical algorithms for Riccati differential or difference equations
  • A general algorithm
  • Conclusion
  • Statement
  • References.