Numerical Properties of the Ritz-Trefftz Algorithm for Optimal Control.

In this paper the Ritz-Trefftz algorithm is applied to the computer solution of the state regulator problem. The algorithm represents a modification of the Ritz direct method and is designed to improve the speed of solution and the storage requirements to the point where real-time implementation becomes feasible. The modification is shown to be more stable computationally than the traditional Ritz approach. The first concern of the paper is to describe the algorithm and establish its properties as a valid and useful numerical technique. In particular such useful properties as definiteness and reasonableness of condition are established for the method. The second part of the paper is devoted to a comparison of the new techniques with the standard procedure of numerically integrating a matrix Riccati equation to determine a feedback matrix. The new technique is shown to be significantly faster for comparable accuracy. [ABSTRACT FROM AUTHOR]