On application of the ray-shooting method for LQR via static-output-feedback. (English) Zbl 1461.49038
Summary: In this article we suggest a randomized algorithm for the LQR (Linear Quadratic Regulator) optimal-control problem via static-output-feedback. The suggested algorithm is based on the recently introduced randomized optimization method called the Ray-Shooting Method that efficiently solves the global minimization problem of continuous functions over compact non-convex unconnected regions. The algorithm presented here is a randomized algorithm with a proof of convergence in probability. Its practical implementation has good performance in terms of the quality of controllers obtained and the percentage of success.
MSC:
| 49M20 | Numerical methods of relaxation type |
| 93D15 | Stabilization of systems by feedback |
| 68W20 | Randomized algorithms |
| 93C05 | Linear systems in control theory |
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