Study on H_2/H_* Optimal Control Using Descriptor Riccati Equation
基于描述符Riccati方程的H_2/H_*最优控制研究
基本信息
- 批准号:04650372
- 负责人:
- 金额:$ 1.28万
- 依托单位:
- 依托单位国家:日本
- 项目类别:Grant-in-Aid for General Scientific Research (C)
- 财政年份:1992
- 资助国家:日本
- 起止时间:1992 至 1993
- 项目状态:已结题
- 来源:
- 关键词:
项目摘要
This research is concerned with the H_2/H_* optimal control and filtering problems for a descriptor system. The following are the results obtained for the past two years.1. For a discrete-time descriptor system, we have developed a new algorithm for solving the H_2 control problem and a related spectral factorization. We have derived a numerical method for computing optimal controls and spectral factors based on the generalized eigenproblem (GEP) approach.2. Extending the above result, we also developed a (J, J')-spectral factorization algorithm for a discrete-time descriptor system.3. For a continuous-time descriptor system, we have presented a new generalized Riccati equation to solve the LQ regulator problem. A numerical algorithm is also developed based on the GEP.4. We have developed spectral and J-spectral factorization algorithms for a continuous-time descriptor systems.5. Based on the J-spectral factorization and a Youla parametrization for descriptor systems, we have developed a solution method for H_* control for continuous-time descriptor systems. At present, we are still extensively studying H_* control problem along this line.6. Applying model matching technique, the parametrization of all stable unbiased H_* estimators is derived. Also, we have presented a design method of full-order estimator under the weighted H_* error performance. Although the results for H_* estimators are obtained for state-space models, we will be able to extend these results to the H_* estimation for descriptor systems.
研究广义系统的H_2/H_*最优控制和滤波问题。以下是过去两年所取得的结果。对于一个离散广义系统,我们提出了一种新的H_2控制算法和相关的谱分解算法。基于广义特征问题(GEP)方法,我们推导了一种计算最优控制和谱因子的数值方法。在此基础上,提出了离散时间广义系统的(J, J′)-谱分解算法。对于一个连续时间广义系统,我们提出了一个新的广义Riccati方程来解决LQ调节器问题。在GEP.4的基础上,提出了一种数值算法。我们开发了连续时间广义系统的谱分解算法和j谱分解算法。基于广义系统的j谱分解和Youla参数化,提出了一种求解连续时间广义系统H_*控制的方法。目前,我们仍在沿着这条路线广泛地研究H_*控制问题。应用模型匹配技术,导出了所有稳定无偏H_*估计量的参数化。同时给出了加权H_*误差下的全阶估计器的设计方法。虽然H_*估计的结果是在状态空间模型中得到的,但我们将能够将这些结果扩展到描述符系统的H_*估计。
项目成果
期刊论文数量(46)
专著数量(0)
科研奖励数量(0)
会议论文数量(0)
专利数量(0)
T.Katayama: "A Spectral Factorization Algorithm for Discrete-Time Descriptor System via Generalized Eigenproblem" Linear Algebra & its Applications. (to appear). (1994)
T.Katayama:“基于广义特征问题的离散时间描述符系统的谱分解算法”线性代数
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T.Katayama: "A simple State Space Approach to Spectral Factorization for Discrete-Time System" Control-Theory and Advance Technology. 8. 647-657 (1992)
T.Katayama:“离散时间系统谱分解的简单状态空间方法”控制理论和先进技术。
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T.Katayama: "An Approach to Factorization of Spectral Matrix for Discrete-Time Descriptor System" Proc.12th IFAC World Congress. vol.II. 193-196 (1993)
T.Katayama:“离散时间描述符系统频谱矩阵分解的方法”Proc.12th IFAC 世界大会。
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T.Katayama: "Generalized Riccati Equation and Spectral Factorization for Discrete-Time Descriptor System" Proceedings of 2nd IFAC Workshop on System Structure and Control,Prague,September 1992. 56-59 (1992)
T.Katayama:“离散时间描述符系统的广义 Riccati 方程和谱分解”第二届 IFAC 系统结构与控制研讨会论文集,布拉格,1992 年 9 月。56-59 (1992)
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鷹羽浄嗣: "重みつきH_∞誤差規範に基づく同一次元推定器の設計" 計測自動制御学会論文集. 29. 1427-1433 (1993)
Kiyoshi Takaba:“基于加权 H_∞ 误差范数的同维估计器的设计”仪器与控制工程师协会会议记录 29. 1427-1433 (1993)。
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KATAYAMA Tohru其他文献
KATAYAMA Tohru的其他文献
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Grant-in-Aid for Scientific Research (C)
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13650485 - 财政年份:2001
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$ 1.28万 - 项目类别:
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