Title :
On general multiple linear-quadratic control problems
Author_Institution :
Dept. of Syst. Eng., Virginia Univ., Charlottesville, VA, USA
fDate :
11/1/1993 12:00:00 AM
Abstract :
General multiple linear-quadratic control problems are studied, where the overall objective is a nonlinear function of multiple quadratic performance indices. A multilevel solution procedure is proposed to obtain an analytical linear control law for this nonseparable control problem. The auxiliary Lagrangian problem formulated at the lower level is of a parametric linear-quadratic structure, in which the weighting vector is adjusted by the upper level until a derived optimal condition is met
Keywords :
control system analysis; optimal control; performance index; analytical linear control law; auxiliary Lagrangian problem; general multiple linear-quadratic control; multilevel solution; multiple quadratic performance indices; nonlinear objective function; weighting vector; Adaptive control; Automatic control; Frequency; Large-scale systems; Noise robustness; Programmable control; Robust control; Robust stability; Size control; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
