On the computation of the infimum in H∞‐optimization
On the computation of the infimum in H∞‐optimization
复制标题
H∞优化中下确界的计算
DOI：
10.1002/nla.367
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发表时间：
2004
影响因子：
4.3
通讯作者：
D. Chu
中科院分区：
文献类型：
--
作者：
D. Chu
针对一类连续时间H∞最优控制问题，提出了一种新的状态反馈下确界的计算方法.新方法的主要成分包括三个广义特征值问题，其系数矩阵来自给定系统的一个压缩形式。该压缩形式仅使用正交变换来计算，正交变换可以通过数值稳定的方式来实现。文中给出了新方法与Chen（H∞ Control and its Applications，Chapter 5. Springer：柏林，1997）的方法进行了验证。版权所有© 2004年约翰威利父子有限公司。
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.