• DocumentCode
    2429203
  • Title

    Computing LQG/H∞ bounded control with guaranteed convergence

  • Author

    Black, Klif Ton M ; Zhu, S.Q. ; Lewis, FrankL

  • Author_Institution
    Dept. of Math. & Aerosp. Eng., Texas Univ., Arlington, TX, USA
  • Volume
    3
  • fYear
    1994
  • fDate
    29 June-1 July 1994
  • Firstpage
    2755
  • Abstract
    A convergence theorem is presented for an algorithm that solves an LQG control problem which includes an H∞ performance bound. The mixed optimization problem setup results in a system of three Riccati equations, two of which are coupled and can not be solved independently. The algorithm rapidly converges to a global minimum under very general assumptions.
  • Keywords
    H∞ control; Riccati equations; convergence of numerical methods; linear quadratic Gaussian control; optimisation; H∞ bounded control; LQG control; Riccati equations; convergence theorem; mixed optimization; Automatic control; Convergence; Hydrogen; Optimal control; Riccati equations; Sufficient conditions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1994
  • Print_ISBN
    0-7803-1783-1
  • Type

    conf

  • DOI
    10.1109/ACC.1994.735069
  • Filename
    735069
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2429203