Article ID: | iaor201526434 |
Volume: | 36 |
Issue: | 4 |
Start Page Number: | 422 |
End Page Number: | 446 |
Publication Date: | Jul 2015 |
Journal: | Optimal Control Applications and Methods |
Authors: | Yakoubi Y, Lenczner M, Ratier N |
Keywords: | optimization, programming: linear, heuristics |
This paper discusses a new approximation method for operators that are solution to an operational Riccati equation. The latter is derived from the theory of optimal control of linear problems posed in Hilbert spaces. The approximation is based on the functional calculus of self‐adjoint operators and the Cauchy formula. Under a number of assumptions, the approximation is suitable for implementation on a semi‐decentralized computing architecture in view of real‐time control. Our method is particularly applicable to problems in optimal control of systems governed by partial differential equations with distributed observation and control. Some relatively academic applications are presented for illustration. More realistic examples relating to microsystem arrays have already been published.