COMPUTATIONAL ASPECTS OF LINEAR OPTIMAL REGULATOR PROBLEM

This paper considers computational problems arising in the solution of the linear optimal regulator problem. The proposed solution for the constant feedback gain matrix is an adaption of the eigenvector solution proposed by many authors. Techniques are given which are numerically stable and do not require complex arithmetic. These techniques offer considerable savings in computation time and eliminate many of the problems that plague more conventional methods. Copyright © 1970 by The Institute of Eiectrical and Electronics Engineers, Inc.