Title :
Synthesis of worst-case optimal controllers over a finite horizon
Author :
Subrahmanyam, M.B.
Author_Institution :
US Naval Air Dev. Center, Warminster, PA, USA
Abstract :
Necessary conditions are developed for a finite-horizon version of the H∞ optimal control problem. Problems involving generalized cost functionals and nonzero initial conditions are considered. A criterion for the evaluation of the performance index is given in these cases. The author´s computational experience shows that the finite-horizon performance is useful in computing the infimal H∞ norm in the infinite horizon case, as the final time becomes large. Also, expressions are derived for the variation in performance in terms of system parameter variations. These linear expressions are useful in the evaluation of the robustness of the proposed control strategy
Keywords :
control system synthesis; optimal control; parameter estimation; H∞ optimal control problem; finite-horizon version; generalized cost functionals; nonzero initial conditions; performance index; robustness; system parameter variations; worst-case optimal controllers; Aerospace control; Control systems; Cost function; Minimax techniques; Optimal control; Performance analysis; Riccati equations; Robust control; State-space methods; Vectors;
Conference_Titel :
Circuits and Systems, 1991., Proceedings of the 34th Midwest Symposium on
Conference_Location :
Monterey, CA
Print_ISBN :
0-7803-0620-1
DOI :
10.1109/MWSCAS.1991.252116
