• DocumentCode
    833789
  • Title

    Spectral theory of the linear-quadratic optimal control problem: A new algorithm for spectral computations

  • Author

    Jonckheere, Edmond A. ; Silverman, Leonard M.

  • Author_Institution
    Philips Research Laboratory, Brussels, Belgium
  • Volume
    25
  • Issue
    5
  • fYear
    1980
  • fDate
    10/1/1980 12:00:00 AM
  • Firstpage
    880
  • Lastpage
    888
  • Abstract
    In a new formulation of the discrete-time linear-quadratic optimal control problem, the spectrum of a bounded self-adjoint Hilbert space operator, which can be decomposed as the sum of a Toeplitz operator and a compact perturbation, has been shown to elucidate the underlying structure of the problem. A new and efficient algorithm for computing this spectrum is presented.
  • Keywords
    Eigenvalues; Hilbert spaces; Linear systems, time-invariant discrete-time; Operator theory; Optimal control; Spectral analysis; Contracts; Costs; Educational Activities Board; Feedback; Hilbert space; Linear systems; Optimal control; Performance analysis; Size control; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1980.1102467
  • Filename
    1102467
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=833789