Approximate solutions to H2 optimization problems with H2 and H infinity constraints

DOI10.1080/002071799220245MaRDI QIDQ4485300zbMATH OpenOpenAlexFDO

Authors Gilberto O. Corrêa

Publication date 12 June 2000

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/002071799220245

zbMATH Keywords

\(H_2\)-optimizationline searchmultiobjective \(H_2\) optimal controlspectral factorization

Mathematics Subject Classification ID

(H^infty)-control (93B36)

Review text

The author considers a multiobjective \(H_2\) optimal control problem with controllers constrained to satisfy prescribed upper bounds on the \(H_2\) or \(H_\infty\) norms of several closed-loop transfer functions. This is an extension of the Lawson algorithm for generating approximate solutions to \(H_2\) optimization problems with \(H_2\) and \(H_\infty\) constraints. The method consists in a sequence of \(H_2\)-cost \(H_2\)-constraint problems in which the solution, computed by line search and spectral factorization, obtained at each step defines the constraint for the next one. It is shown that, under appropriate assumptions, the sequence of optimal cost values for the \(H_2/H_2\) problem is increasing and bounded from above, thus convergent and also, when the sequence of solutions converges, the solution to the original problems converges as well.

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Cited in

(10)

• Transfer function optimization procedure for the \(H_{2}/H_{\infty}\) problem
• On \(H^ 2\) minimization of the \(H^ \infty\) suboptimal solutions
• On a class of approximate solutions to multi-objective H 2 / H problems
• Upper bounds and approximate solutions for multidisk problems
• $H_\infty $-Optimization without Assumptions on Finite or Infinite Zeros
• A Two-Riccati, Feasible Algorithm for Guaranteeing Output L∞ Constraints
• Closed-form solutions to a class of H∞-optimization problems
• Approximate solutions to H2 / H problems via sequences of H2-cost/ H2-constraint optimization problems
• A modification of the Nevanlinna algorithm on the solution of the H/sup infinity //sub m*n/-optimization problem
• The structured H₂-optimization problem

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