Abstract :
It is shown that the optimal value of the continuous-time linear-quadratic problem regarded as a function of the system model and index parameters exhibits properties (convexity, concavity, and monoticity) specially suitable for optimization purposes. Based on this fact, a procedure for the global solution determination of eventually nonconvex problems, involving the above-mentioned function, is proposed. Such problems embody some known designs, such as filtering under noise uncertainty or precision constraints and optimal actuator/sensor location. The last problem is deeply analyzed, and two practical applications, namely satellite attitude control and large flexible system control, are included
Keywords :
artificial satellites; attitude control; decision theory; filtering and prediction theory; large-scale systems; optimal control; optimisation; actuator location; artificial satellites; concavity; continuous-time linear-quadratic problem; convexity; decision theory; filtering; global optimization; index parameters; large flexible system control; large scale systems; monoticity; noise uncertainty; nonconvex problems; optimal control; precision constraints; satellite attitude control; system model; Control systems; Cost function; Filtering; Hydraulic actuators; Lagrangian functions; Mathematical programming; Optimal control; Riccati equations; Satellites; Uncertainty;
