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Algorithms 2018, 11(1), 8; https://doi.org/10.3390/a11010008

On Application of the Ray-Shooting Method for LQR via Static-Output-Feedback

Department of Computer Sciences, Lev Academic Center, Jerusalem College of Technology, P.O. Box 16031, 93721 Jerusalem, Israel
Received: 29 October 2017 / Revised: 27 December 2017 / Accepted: 4 January 2018 / Published: 16 January 2018
(This article belongs to the Special Issue Algorithms for Hard Problems: Approximation and Parameterization)
Full-Text   |   PDF [272 KB, uploaded 16 January 2018]

Abstract

In this article we suggest a randomized algorithm for the LQR (Linear Quadratic Regulator) optimal-control problem via static-output-feedback. The suggested algorithm is based on the recently introduced randomized optimization method called the Ray-Shooting Method that efficiently solves the global minimization problem of continuous functions over compact non-convex unconnected regions. The algorithm presented here is a randomized algorithm with a proof of convergence in probability. Its practical implementation has good performance in terms of the quality of controllers obtained and the percentage of success. View Full-Text
Keywords: optimal control; state-space models; randomized algorithms; continuous-time systems optimal control; state-space models; randomized algorithms; continuous-time systems
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).
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Peretz, Y. On Application of the Ray-Shooting Method for LQR via Static-Output-Feedback. Algorithms 2018, 11, 8.

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