Title :
Riccati differential inequalities: suboptimal H∞ controllers for finite horizon time varying systems
Author :
Lall, Sanjay ; Glover, Keith
Author_Institution :
Dept. of Eng., Cambridge Univ., UK
Abstract :
We give a direct derivation of the solution to the continuous time finite horizon H∞ synthesis problem. An explicit separation of the time domain cost function into past and future pieces is used. Perturbations are made to these pieces which lead to Riccati differential inequalities in the form of the solution, and demonstrate the correspondence between the inequalities and the cost function halves
Keywords :
H∞ control; Riccati equations; game theory; nonlinear differential equations; perturbation techniques; state feedback; suboptimal control; time-domain analysis; time-varying systems; Riccati differential equations; finite horizon time varying systems; game theory; optimal control; perturbations; state feedback; suboptimal H∞ controllers; time domain cost function; Boundary conditions; Cost function; Differential equations; Erbium; Linear matrix inequalities; Marine vehicles; Optimal control; Output feedback; Riccati equations; State feedback;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.479110
