Multi-objective MIMO optimal control design without zero interpolation

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In this article two problems are presented. Given a plant \(G,\) let the Youla parameterization be characterized by the transfer function matrices \(H, U,\) and \(V\) so that a closed loop map is achievable via a stabilizing controller if it can be written as \[ \left(\begin{matrix} H^{11}&H^{12}\\H^{21}&H^{22} \end{matrix}\right)- \left(\begin{matrix} U^1\\U^2\end{matrix}\right)\ast Q\ast(V^1 V^2) \] for some \(Q\) in \(\ell_1^{n_u\times n_y}.\) The authors study the combination problem where a positive combination \(c_1\|H^{11}-U^1\ast Q\ast V^1\|_1+ c_2\|H^{22}-U^2\ast Q\ast V^2\|_2^2\) is minimized. Converging upper and lower bounds are obtained. It is established that solutions approximating the optimal one can be obtained, which converge in the two-norm. The relation to the pure \(\ell_1\) problem is also discussed. In the \(\ell_1/\mathcal H_2\) problem the \(\ell_1\) norm of a transfer function \(\|H^{11}-U^1\ast Q\ast V^1\|_1\) is minimized while keeping the two-norm of another transfer function below a prespecified level: \(\|H^{22}-U^2\ast Q\ast V^2\|_2^2\leq\gamma, Q\in\ell_1^{n_u\times n_y}.\) Results similar to the combination problem are obtained. The solution method includes the Youla parameter \(Q\) as an optimization variable. Thus obtaining the optimal controller from the optimal solution is immediate. The difficulties associated with the inversion of maps and the correct interpolation of zeros are therefore avoided. Also, for the method presented, there is no need to characterize the achievable closed-loop map via a linear constraint on the closed-loop's impulse-response sequence. Thus the computationally intensive task of finding the zeros and the zero directions is eliminated. For the entire collection see [Zbl 0918.00041].











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