DocumentCode
832001
Title
Gradient calculations for linear quadratic fixed-control structure problems
Author
Looze, Douglas P. ; Sandell, Nils R., Jr.
Author_Institution
University of Illinois, Urbana, IL, USA
Volume
25
Issue
2
fYear
1980
fDate
4/1/1980 12:00:00 AM
Firstpage
285
Lastpage
288
Abstract
A general formula for the gradient of the linear quadratic fixed-control structure problem with respect to the free controller parameters is presented. This formula includes as special cases time-invariant, time-varying, and robust control formulations for both continuous- and discrete-time problems. Explicit formulas for the continuous-time formulations are presented.
Keywords
Gradient methods; Linear systems; Linear systems, stochastic; Optimal control; Optimal stochastic control; State-feedback; Stochastic optimal control; Stochastic systems, linear; Control systems; Controllability; Eigenvalues and eigenfunctions; Jacobian matrices; Linear matrix inequalities; Polynomials; Sufficient conditions; Symmetric matrices; Testing; Writing;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1980.1102296
Filename
1102296
Link To Document