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2020

Optimizing Static Linear Feedback: Gradient Method

Fatkhullin, Ilyas, Polyak, Boris

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Understand

The linear quadratic regulator is the fundamental problem of optimal control.

Its state feedback version was set and solved in the early 1960s.
However the static output feedback problem has no explicit-form solution.
It is suggested to look at both of them from another point of view as matrix optimization problems, where the variable is a feedback matrix gain.

Optimizing Static Linear Feedback: Gradient Method · Around

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J. Bu, A. Mesbahi, M. Fazel, and M. Mesbahi
Original
1907
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1910
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