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Fourier-Splitting Method for Solving Hyperbolic LQR Problems |
Tartalom: | http://real.mtak.hu/71217/ |
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Archívum: | MTA Könyvtár |
Gyűjtemény: |
Status = In Press
Type = Article |
Cím: |
Fourier-Splitting Method for Solving Hyperbolic LQR Problems
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Létrehozó: |
CsomĂłs, Petra
Mena, Hermann
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Kiadó: |
American Institute of Mathematical Sciences
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Dátum: |
2017
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Téma: |
QA74 Analysis / analĂzis
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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
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Típus: |
Article
PeerReviewed
info:eu-repo/semantics/article
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Formátum: |
text
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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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Kapcsolat: |