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Fourier-Splitting Method for Solving Hyperbolic LQR Problems

  • Metaadatok
Tartalom: http://real.mtak.hu/71217/
Archívum: MTA Könyvtár
Gyűjtemény: Status = In Press

Type = Article
Cím:
Fourier-Splitting Method for Solving Hyperbolic LQR Problems
Létrehozó:
CsomĂłs, Petra
Mena, Hermann
Kiadó:
American Institute of Mathematical Sciences
Dátum:
2017
Téma:
QA74 Analysis / analĂ­zis
Tartalmi leírás:
We consider the numerical approximation to linear quadratic regulator problems for hyperbolic partial differential equations where the dynamics is driven by a strongly continuous semigroup. The optimal control is given in
feedback form in terms of Riccati operator equations. The computational cost relies on solving the associated Riccati equation and computing the optimal state. In this paper we propose a novel approach based on operator splitting
idea combined with Fourier’s method to efficiently compute the optimal state. The Fourier’s method allows to accurately approximate the exact flow making our approach computational efficient. Numerical experiments in one and two dimensions show the performance of the proposed method.
Nyelv:
magyar
Típus:
Article
PeerReviewed
info:eu-repo/semantics/article
Formátum:
text
Azonosító:
CsomĂłs, Petra and Mena, Hermann (2017) Fourier-Splitting Method for Solving Hyperbolic LQR Problems. Numerical Algebra, Control and Optimization (NACO). ISSN 2155-3289 (In Press)
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