Title :
A new algorithm for solving a mixed H2/H∞ optimization problem
Author :
Black, Kliffton M.
Author_Institution :
Department of Mechanical Engineering, University of Texas at Arlington, Box 19023, Arlington, TX 76019
Abstract :
A new algorithm is presented for solving a coupled system of three Riccati equations arising from an LQG (H2) control-design problem that includes an H∞ disturbance attenuation constraint. It is shown by example to exhibit both improved numerical stability and computational efficiency over a previously suggested algorithm. Solutions are obtained directly (that is, without using the socalled γ-continuation) and for smaller H∞-norm bounds than previously attainable for a given set of design weights.
Keywords :
Attenuation; Computational efficiency; Contracts; Control systems; Convergence of numerical methods; Mechanical engineering; Numerical stability; Riccati equations; Roundoff errors; Transfer functions;
Conference_Titel :
American Control Conference, 1991
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-87942-565-2
