The Davidson method for optimal control problems

1 July 1968

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE

Vol. 56 (7) , 1253-1254
https://doi.org/10.1109/PROC.1968.6558

Abstract

A first-order direct method for solving unconstrained optimal control problems is presented in which the iterative control sequence, represented by orthonormal expansions in function space, is generated using an optimization technique originally developed by Davidon. The method is stable and has quadratic convergence properties.

Keywords

OPTIMAL CONTROL
MEAN SQUARE ERROR METHODS
OPTIMIZATION METHODS
CONVERGENCE
TRANSMITTERS
STABILITY
QUANTIZATION
BIT RATE
CHANNEL CAPACITY

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