Title :
Optimal H2/l1 control: the SISO case
Author :
Voulgaris, Petros
Author_Institution :
Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA
Abstract :
Considers the problem of minimizing the H2-norm of the closed loop map while maintaining its l1-norm at a prescribed level. The problem is analyzed in the case of discrete-time, SISO closed loop maps. Utilizing duality theory, it is shown that the optimal solution is unique and has a finite impulse response. A finite step procedure is given for the construction of the exact solution. This procedure consists of solving a finite number of quadratic programming problems which can be performed using standard methods. Finally, continuity properties of the optimal solution with respect to changes in the l1-constraint are established
Keywords :
discrete time systems; duality (mathematics); minimisation; optimal control; quadratic programming; transient response; H2-norm; continuity properties; discrete-time SISO closed loop maps; duality theory; finite impulse response; finite step procedure; l1-constraint; l1-norm; optimal H2/l1 control; Computer aided software engineering; Constraint theory; Control systems; Feedback; Lagrangian functions; Optimal control; Vectors;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411629
