Characterization of the dual problem of linear matrix inequality for H-infinity output feedback control problem via facial reduction

Characterization of the dual problem of linear matrix inequality for H-infinity output feedback control problem via facial reduction
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通过面部缩减表征 H-无穷大输出反馈控制问题的线性矩阵不等式的对偶问题

DOI:
10.1007/s00498-020-00261-z
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发表时间:
2020
期刊:
Mathematics of Control, Signals, and Systems
影响因子:
--
通讯作者:
Sebe Noboru
Sebe Noboru
中科院分区:
--
文献类型:
--
作者:
Waki Hayato;Sebe Noboru

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本文研究输出反馈控制的极小化问题。这种最小化可以通过Iwasaki和Righton 1994的结果被公式化为线性矩阵不等式(LMI)问题。这种线性矩阵不等式问题的对偶问题的严格可行性是保证线性矩阵不等式问题最优解存在的一个有价值的性质。如果这个属性失败,那么LMI问题可能没有任何最优解。即使人们可以从线性矩阵不等式问题的计算解计算控制器的参数,那么计算的范数可能对控制器中参数的微小变化非常敏感。换句话说,对偶的非严格可行性告诉我们,所考虑的设计问题可能是不好的。我们揭示了对偶的严格可行性与给定广义对象的不变零点密切相关。面部缩小在分析关系中是有用的。人脸约简是一种将非严格可行问题转化为严格可行问题的迭代算法。我们还表明,面部减少只需要一个迭代所谓的regularoutput反馈控制。特别地,我们可以得到一个严格可行的问题,通过使用零向量与一些不变的零点。这种复位比直接应用面部复位更直接。
This paper deals with the minimization ofoutput feedback control. This minimization can be formulated as a linear matrix inequality (LMI) problem via a result of Iwasaki and Skelton 1994. The strict feasibility of the dual problem of such an LMI problem is a valuable property to guarantee the existence of an optimal solution of the LMI problem. If this property fails, then the LMI problem may not have any optimal solutions. Even if one can compute parameters of controllers from a computed solution of the LMI problem, then the computednorm may be very sensitive to a small change of parameters in the controller. In other words, the non-strict feasibility of the dual tells us that the considered design problem may be poorly formulated. We reveal that the strict feasibility of the dual is closely related to invariant zeros of the given generalized plant. The facial reduction is useful in analyzing the relationship. The facial reduction is an iterative algorithm to convert a non-strictly feasible problem into a strictly feasible one. We also show that facial reduction spends only one iteration for so-called regularoutput feedback control. In particular, we can obtain a strictly feasible problem by using null vectors associated with some invariant zeros. This reduction is more straightforward than the direct application of facial reduction.
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