论文信息 - Algorithms for Linear-Quadratic Optimization

Algorithms for Linear-Quadratic Optimization

The aim of this book is, in the author's own words: `to provide theoretical, algorithmic and computational support for solving the most frequently encountered linearquadratic optimization problemsa. Linear quadratic optimization has been a long-standing concern of control theory, both in the early treatment of the linear quadratic regulator problem, as well as the more recent interest in the related H = -optimization problem. In both of these design techniques, obtaining optimal controllers requires one to obtain stabilizing solutions of either continuous 0"ATX#XA!XBR~1BTX#Q (1)

Pablo A. Iglesias | V. Sima

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