• AN INVERSE EIGEN VALUE PROBLEM FOR OPTIMAL LINEAR QUADRATIC CONTROL

Oladejo N.K*, Oduro F.T, Amponsah S.K

Abstract


This paper considers linear quadratic optimal control from the perspective of a matrix inverse eigenvalue problem. The approach employed uses a Newton’s method for solving the Inverse Eigenvalue problem for a class of Hermitian/Hamiltonian matrices in the neighborhood of a related singular matrix of rank 1.A few numerical examples are presented to illustrate the result.


Keywords


Linear, quadratic, optimal control, eigenvalues, Hammiltonian, Riccati equations.

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