Title :
Variance constrained H2/H∞ control
Author :
Bambang, Riyanto T. ; Shimemura, E. ; Uchida, K.
Author_Institution :
Department of Electrical Engineering, Waseda University, 3-4-1 Ohkubo, Sinjuku-ku, Tokyo 169, JAPAN
Abstract :
In this paper dual problems, which we shall call output and input variance constrained H2/H∞, controls, are considered. In these problems, we seek control-laws that minimize an H2 performance criterion subject to an H∞ performance bound as well as multiple variance constraints on either outputs or inputs of time-invariant multivariable systems. Based on the investigation of Kuhn Tucker optimality conditions to the equivalent optimization problems, first order necessary conditions are obtained for a regular point that minimizes an upper bound on quadratic performance subject to H∞-norm and variance inequality constraints. Second-order necessary and sufficient conditions for the optimization problem are investigated and efficient algorithms for synthesizing the controllers are proposed.
Keywords :
Constraint optimization; Control system synthesis; Control systems; Hydrogen; MIMO; Output feedback; Robust stability; State feedback; Transfer functions; Upper bound;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9