Title :
Globally convergent homotopy algorithms for full-order LQG control with an H∞ performance bound
Author :
Ge, Yuzhen ; Watson, Layne T. ; Erwin, R.S. ; Bernstein, D.S.
Author_Institution :
Dept. of Comput. Sci. & Math., Virginia Polytech. Inst. & State Univ., Blacksburg, VA, USA
fDate :
29 June-1 July 1994
Abstract :
A homotopy algorithm for a full-order LQG controller design problem with an H∞ constraint on disturbance attenuation is developed. The H∞ constraint is enforced by replacing the covariance Lyapunov equation by a Riccati equation whose solution gives an upper bound on H2 performance. The numerical algorithm, based on homotopy theory, solves the necessary conditions for a minimum of the upper bound on H2 performance. The algorithm is based on Ly, Bryson, and Cannon´s 2×2 block parametrization (1985).
Keywords :
H∞ control; Lyapunov methods; Riccati equations; control system synthesis; convergence of numerical methods; covariance analysis; linear quadratic Gaussian control; 2×2 block parametrization; H∞ constraint; H∞ performance bound; Riccati equation; covariance Lyapunov equation; disturbance attenuation; full-order LQG control; globally convergent homotopy algorithms; Algorithm design and analysis; Attenuation; Centralized control; Computer science; Cost function; Entropy; Hydrogen; Mathematics; Riccati equations; Upper bound;
Conference_Titel :
American Control Conference, 1994
Print_ISBN :
0-7803-1783-1
DOI :
10.1109/ACC.1994.752405
