DocumentCode
434600
Title
A robust numerical method for optimal H∞ control
Author
Benner, Peter ; Byers, Ralph ; Mehrmann, Volker ; Xu, Hongguo
Author_Institution
Fakultat fur Mathematik, TU Chemnitz, Germany
Volume
1
fYear
2004
fDate
17-17 Dec. 2004
Firstpage
424
Abstract
We present a new numerical method for the solution of the optimal H∞ control problem. The method is based on the γ-iteration as well as the state-space solution to the (sub)optimal H∞ control problem, but re-formulates all steps in order to achieve better robustness in the presence of rounding errors than any implementation of the textbook formulae. It remains robust in the presence of rounding errors even as γ approaches its optimal value.
Keywords
H/sup /spl infin// control; iterative methods; numerical stability; suboptimal control; /spl gamma/-iteration; optimal H/sub /spl infin// control; robust numerical method; rounding errors; state-space solution; Bismuth; Centralized control; Control systems; Optimal control; Output feedback; Riccati equations; Robust control; Robustness; Roundoff errors; Transfer functions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Conference_Location
Nassau
ISSN
0191-2216
Print_ISBN
0-7803-8682-5
Type
conf
DOI
10.1109/CDC.2004.1428666
Filename
1428666
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