Parallel algorithms for LQ optimal control of discrete-time periodic linear systems

作     者：Benner, P Byers, R Mayo, R Quintana-Ortí, ES Hernández, V 

作者机构：Univ Bremen Fachbereich Math & Informat 3 Zentrum Technomath D-28334 Bremen Germany Univ Kansas Dept Math Lawrence KS 66045 USA Univ Jaume 1 Dept Ingn & Ciencia Comp Castellon de La Plana 12080 Spain Univ Politecn Valencia Dept Sistemas Informat & Computac E-46071 Valencia Spain 

出 版 物：《JOURNAL OF PARALLEL AND DISTRIBUTED COMPUTING》 (并行与分布式计算杂志)

年 卷 期：2002年第62卷第2期

页      面：306-325页

核心收录：

学科分类：08[工学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：K*STAR National Computational Science Alliance, (DMS990005N) National Science Foundation, NSF, (CCR-9732671, MRI-9977352) National Science Foundation, NSF Kansas NSF EPSCoR, KNE Deutscher Akademischer Austauschdienst, DAAD 

主　　题：PARALLEL algorithms LINEAR systems 

摘      要：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. (C) 2002 Elsevier Science (USA).