Title :
Computing LQG/H∞ bounded control with guaranteed convergence
Author :
Black, Klif Ton M ; Zhu, S.Q. ; Lewis, FrankL
Author_Institution :
Dept. of Math. & Aerosp. Eng., Texas Univ., Arlington, TX, USA
fDate :
29 June-1 July 1994
Abstract :
A convergence theorem is presented for an algorithm that solves an LQG control problem which includes an H∞ performance bound. The mixed optimization problem setup results in a system of three Riccati equations, two of which are coupled and can not be solved independently. The algorithm rapidly converges to a global minimum under very general assumptions.
Keywords :
H∞ control; Riccati equations; convergence of numerical methods; linear quadratic Gaussian control; optimisation; H∞ bounded control; LQG control; Riccati equations; convergence theorem; mixed optimization; Automatic control; Convergence; Hydrogen; Optimal control; Riccati equations; Sufficient conditions;
Conference_Titel :
American Control Conference, 1994
Print_ISBN :
0-7803-1783-1
DOI :
10.1109/ACC.1994.735069
