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Parallel Algorithms for LQ Optimal Control of Discrete-Time Periodic Linear Systems

✍ Scribed by Peter Benner; Ralph Byers; Rafael Mayo; Enrique S Quintana-Ortı́; Vicente Hernández

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
174 KB
Volume
62
Category
Article
ISSN
0743-7315

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✦ Synopsis

This paper analyzes the performance of two parallel algorithms for solving the linear-quadratic optimal control problem arising in discrete-time periodic linear systems. The algorithms perform a sequence of orthogonal reordering transformations on formal matrix products associated with the periodic linear system and then employ the so-called matrix disk function to solve the resulting discrete-time periodic algebraic Riccati equations needed to determine the optimal periodic feedback. We parallelize these solvers using two different approaches, based on a coarse-grain and a medium-grain distribution of the computational load. The experimental results report the high performance and scalability of the parallel algorithms on a Beowulf cluster.

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