Spectral theory of the linear-quadratic optimal control problem: A new algorithm for spectral computations
- 1 October 1980
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 25 (5) , 880-888
- https://doi.org/10.1109/tac.1980.1102467
Abstract
In a new formulation of the discrete-time linear-quadratic optimal control problem, the spectrum of a bounded self-adjoint Hilbert space operator, which can be decomposed as the sum of a Toeplitz operator and a compact perturbation, has been shown to elucidate the underlying structure of the problem. A new and efficient algorithm for computing this spectrum is presented.Keywords
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