Electro-Optical Processor For Optimal Control

An iterative optical processor (10p) that can solve iteratively systems of simultaneous linear algebraic equations is described. Modifications to the system enable it to solve the algebraic Riccati equation and the linear-quadratic-regulator (LQR) problem of optimal control. We describe the resulting electro-optical processor and illustrate how we implement the Richardson and modified Kleinman algorithms to solve the LQR problem.