Computational methods for the solution of infinite dimensional discrete- time regulator problems with unbounded input. (English) Zbl 0677.65073
Distributed parameter systems: modelling and simulation, Proc. IMACS/IFAC Int. Symp., Hiroshima/Jap. 1987, 121-128 (1989).
[For the entire collection see Zbl 0672.00014.]
The paper describes an abstract approximation framework for the computation of closed-loop solution of a discrete-time linear-quadratic regulator problem for infinite dimensional systems with unbounded inputs. Sufficient conditions for the convergence of the approximations to Riccati operators and optimal feedback gains are provided. Numerical results are presented for approximation schemes based on spline functions.
The paper describes an abstract approximation framework for the computation of closed-loop solution of a discrete-time linear-quadratic regulator problem for infinite dimensional systems with unbounded inputs. Sufficient conditions for the convergence of the approximations to Riccati operators and optimal feedback gains are provided. Numerical results are presented for approximation schemes based on spline functions.
Reviewer: A.Varga
MSC:
| 65K10 | Numerical optimization and variational techniques |
| 93C20 | Control/observation systems governed by partial differential equations |
| 93C57 | Sampled-data control/observation systems |
