A Method for Optimal Step Adjustment for a Class of Linear Quadratic Optimal Control Problems

[+] Author and Article Information
Stelios C. A. Thomopoulos, Ioannis N. M. Papadakis

Decision and Control Systems Laboratory, Department of Electrical and Computer Engineering, The Pennsylvania State University, University Park, PA 16802

J. Dyn. Sys., Meas., Control 115(3), 535-538 (Sep 01, 1993) (4 pages) doi:10.1115/1.2899133 History: Received September 12, 1990; Online March 17, 2008


In this paper, a new method for the computation of the optimal step in gradient algorithms for a class of linear quadratic optimal control problems is presented. This method improves the convergence of the gradient algorithms and is optimal, i.e., it outperforms any other step searching scheme in the above class of problems.

Copyright © 1993 by The American Society of Mechanical Engineers
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