Title :
Upper and lower bounds of H∞-optimal performance for a class of continuous-time descriptor systems
Author :
Xu, Hua ; Mizukami, K.
Author_Institution :
Fac. of Integrated Arts & Sci., Hiroshima Univ., Japan
Abstract :
In this paper, finite- and infinite-horizon H∞ optimal control problems for a class of linear time-invariant descriptor systems are studied. Using a dynamic game theoretic approach, we provide upper and lower bounds of H∞-optimal performance, which are characterized in terms of a parameterized reduced-order Riccati-like algebraic equation and a parameterized reduced-order game Riccati differential or algebraic equation. Moreover, we show that, if a prespecified performance level is achievable, the central H∞ -controller to guarantee such a performance level is not unique. A numerical example is included to illustrate the results obtained in the paper
Keywords :
H∞ control; Riccati equations; continuous time systems; differential games; linear systems; matrix algebra; nonlinear differential equations; performance index; reduced order systems; H∞-optimal performance; continuous-time descriptor systems; dynamic game theoretic approach; finite-horizon H∞ optimal control; infinite-horizon H∞ optimal control; linear time-invariant descriptor systems; lower bounds; parameterized reduced-order game Riccati algebraic equation; parameterized reduced-order game Riccati differential equation; prespecified performance level; upper bounds; Adaptive control; Art; Control systems; Differential algebraic equations; Game theory; Nonlinear control systems; Optimal control; Performance analysis; Riccati equations; State-space methods;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.574626
