An alternate numerical solution to the linear quadratic problem
An alternate numerical solution to the linear quadratic problem
复制标题
线性二次问题的替代数值解
DOI：
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发表时间：
1994
影响因子：
6.8
通讯作者：
J. Geromel
中科院分区：
文献类型：
--
作者：
P. Peres;J. Geromel
本文提出了一种基于凸规划的方法，直接在反馈控制增益产生的参数空间上求解线性二次问题。所有稳定控制器被映射到一个凸集；然后将问题表述为该凸集上线性函数的最小化。其最优解在一定条件下具有与经典Riccati方程相同的反馈控制增益。对分散控制和输出反馈控制设计进行了推广。通过数值算例说明了该理论。>
This note proposes a new method, based on convex programming, for solving the linear quadratic problem (LQP) directly on the parameter space generated by the feedback control gain. All stabilizing controllers are mapped into a convex set; the problem is then formulated as a minimization of a linear function over this convex set. Its optimal solution furnishes, under certain conditions, the same feedback control gain obtained from the classical Riccati equation. Generalizations to decentralized control and output feedback control design are included. The theory is illustrated by some numerical examples. >