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The Newton‐Kleinman method for the optimal control of stable weakly regular linear systems
Author(s) -
Massoudi Arash,
Reis Timo
Publication year - 2016
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201610396
Subject(s) - generalization , mathematics , boundary (topology) , optimal control , linear control systems , quadratic equation , control (management) , linear system , linear quadratic gaussian control , control theory (sociology) , mathematical analysis , mathematical optimization , computer science , geometry , artificial intelligence
We give an algorithm to find the approximate solution of the linear‐quadratic optimal control problem for stable weakly regular linear systems. This algorithm can be understood as a generalization of the Newton‐Kleinman method known from the finite‐dimensional theory. The central characteristic of our approach is the possibility to solve problems with unbounded control and observation operators, which is motivated by partial differential equations with boundary control and observation. (© 2016 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)