Accession Number : ADA182671

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

Descriptive Note : Rept. for 15 Nov 85-27 Oct 86,

Corporate Author : BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS

Personal Author(s) : Banks,H T ; Ito,K

PDF Url : ADA182671

Report Date : Oct 1986

Pagination or Media Count : 35

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)

Descriptors :   *ALGORITHMS, *FEEDBACK, *CONTROL SYSTEMS, ACCELERATION, DISTRIBUTION, EIGENVECTORS, HYBRID SYSTEMS, LINEAR SYSTEMS, NUMERICAL ANALYSIS, NUMERICAL METHODS AND PROCEDURES, OPTIMIZATION, PARTIAL DIFFERENTIAL EQUATIONS, QUADRATIC PROGRAMMING, REGULATORS, RICCATI EQUATION, VARIABLES, COMPUTATIONS, ITERATIONS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE