Title :
Symplectic Möbius integrators for LQ optimal control problems
Author :
Frank, Jason ; Zhuk, Sergiy
Author_Institution :
Utrecht Univ., Utrecht, Netherlands
Abstract :
The paper presents symplectic Möbius integrators for Riccati equations. All proposed methods preserve symmetry, positivity and quadratic invariants for the Riccati equations, and non-stationary Lyapunov functions. In addition, an efficient and numerically stable discretization procedure based on reinitialization for the associated linear Hamiltonian system is proposed.
Keywords :
Lyapunov methods; Riccati equations; linear quadratic control; linear systems; numerical stability; LQ optimal control problems; Riccati equations; linear Hamiltonian system; non-stationary Lyapunov functions; numerically stable discretization procedure; positivity; quadratic invariant; reinitialization; symmetry; symplectic Mobius integrators; Approximation methods; Cost function; Optimal control; Riccati equations; State estimation; Transforms;
Conference_Titel :
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Conference_Location :
Los Angeles, CA
Print_ISBN :
978-1-4799-7746-8
DOI :
10.1109/CDC.2014.7040389
