factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming.
Patrícia Helena Moraes RêgoJoão Viana da Fonseca NetoErnesto Franklin Marcal FerreiraPublished in: Int. J. Syst. Sci. (2015)
Keyphrases
- covariance matrix
- approximate dynamic programming
- geometrical interpretation
- dynamic programming
- covariance matrices
- linear program
- principal component analysis
- reinforcement learning
- sample size
- optimal solution
- step size
- multivariate gaussian
- differential equations
- control policy
- objective function
- correlation matrix
- simulated annealing
- eigenvalues and eigenvectors
- computer vision
- genetic algorithm
- linear programming
- evolutionary algorithm
- markov decision problems