On the computation of the infimum in H∞‐optimization
D Chu - Numerical Linear Algebra with Applications, 2004 - Wiley Online Library
Numerical Linear Algebra with Applications, 2004•Wiley Online Library
In this paper, a new method for the computation of the infimum for a large class of
continuous‐time H∞ optimal control problem by state feedback is presented. The main
ingredients of the new method include three generalized eigenvalue problems whose
coefficient matrices are from a condensed form of the given system. This condensed form is
computed using only orthogonal transformations which can be implemented via a
numerically stable way. The superiority of the new method over the existing one given in …
continuous‐time H∞ optimal control problem by state feedback is presented. The main
ingredients of the new method include three generalized eigenvalue problems whose
coefficient matrices are from a condensed form of the given system. This condensed form is
computed using only orthogonal transformations which can be implemented via a
numerically stable way. The superiority of the new method over the existing one given in …
Abstract
In this paper, a new method for the computation of the infimum for a large class of continuous‐time H∞ optimal control problem by state feedback is presented. The main ingredients of the new method include three generalized eigenvalue problems whose coefficient matrices are from a condensed form of the given system. This condensed form is computed using only orthogonal transformations which can be implemented via a numerically stable way. The superiority of the new method over the existing one given in Chen (H∞ Control and its Applications, Chapter 5. Springer: Berlin, 1997) is verified by some numerical examples. Copyright © 2004 John Wiley & Sons, Ltd.
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