Time domain optimal control and worst case linear system design

Author

Tadmor, Gilead

Author_Institution

Dept. of Math., Texas Univ., Dallas, TX, USA

fYear

1989

fDate

13-15 Dec 1989

Firstpage

403

Abstract

Indefinite-quadratic-cost optimization by means of dynamic programming and Pontryagin´s maximum principle are used to obtain a Riccati equation characterization of the I/O norm in a linear system. This result is then extended to a complete solution of the standard H_∞ problem. both problems are treated in the general framework of time-varying, (possibly) infinite-dimensional, finite- and infinite-horizon systems. A concrete application of the Riccati equation results is found in robust-stability analysis and design in systems with uncertain feedback gains

Keywords

dynamic programming; linear systems; multidimensional systems; optimal control; time-varying systems; I/O norm; Pontryagin´s maximum principle; Riccati equation characterization; dynamic programming; finite-horizon systems; indefinite-quadratic-cost optimisation; infinite dimensional systems; infinite-horizon systems; multidimensional systems; robust-stability analysis; robust-stability design; time domain optimal control; time varying systems; uncertain feedback gains; worst case linear system design; Computer aided software engineering; Dynamic programming; Infinite horizon; Integral equations; Linear systems; Mathematics; Optimal control; Riccati equations; Robust stability; Time varying systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1989., Proceedings of the 28th IEEE Conference on

Conference_Location

Tampa, FL

Type

conf

DOI

10.1109/CDC.1989.70146

Filename

70146