Title :
Generalized dilations and numerically solving discrete-time homogeneous optimization problems
Author :
Tuna, S. Emre ; Teel, Andrew R.
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
Abstract :
We introduce generalized dilations, a broader class of operators than that of dilations, and consider homogeneity with respect to this new class of dilations. For discrete-time systems that are asymptotically controllable and homogeneous (with degree zero) we propose a method to numerically approximate any homogeneous value function (solution to an infinite horizon optimization problem) to arbitrary accuracy. We also show that the method can be used to generate an offline computed stabilizing feedback law.
Keywords :
approximation theory; asymptotic stability; discrete time systems; feedback; optimisation; asymptotically controllable systems; discrete-time homogeneous optimization problems; discrete-time systems; generalized dilations; homogeneous value function; infinite horizon optimization problem; numerical approximation; offline computed stabilizing feedback law; Control engineering; Control engineering computing; Control systems; Cost function; Feedback; Infinite horizon; Lyapunov method; Optimal control; Optimization methods; Table lookup;
Conference_Titel :
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Print_ISBN :
0-7803-8682-5
DOI :
10.1109/CDC.2004.1429667