A gradient flow approach to computing lq optimal output feedback gains
作者:
Wei‐Yong Yan,
Kok L. Teo,
John B. Moore,
期刊:
Optimal Control Applications and Methods
(WILEY Available online 1994)
卷期:
Volume 15,
issue 1
页码: 67-75
ISSN:0143-2087
年代: 1994
DOI:10.1002/oca.4660150106
出版商: Wiley Subscription Services, Inc., A Wiley Company
关键词: Linear systems;Output feedback;Optimal control;Gradient
数据来源: WILEY
摘要:
AbstractThis short communication considers the linear quadratic problem with static output feedback. It is shown that an optimal solution can be successfully computed by finding the limiting solution of an ordinary differential equation which is given in terms of the gradient flow associated with the cost function. Several properties are obtained concerning the gradient flow. For example, it is shown that the flow contains a subsequence convergent to a locally optimal output feedback gain. In the special case of state feedback the flow is guaranteed to converge to the optimal gain. The effectiveness of the method is demonstrated by an example.
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