Title :
A robust numerical method for optimal H∞ control
Author :
Benner, Peter ; Byers, Ralph ; Mehrmann, Volker ; Xu, Hongguo
Author_Institution :
Fakultat fur Mathematik, TU Chemnitz, Germany
Abstract :
We present a new numerical method for the solution of the optimal H∞ control problem. The method is based on the γ-iteration as well as the state-space solution to the (sub)optimal H∞ control problem, but re-formulates all steps in order to achieve better robustness in the presence of rounding errors than any implementation of the textbook formulae. It remains robust in the presence of rounding errors even as γ approaches its optimal value.
Keywords :
H/sup /spl infin// control; iterative methods; numerical stability; suboptimal control; /spl gamma/-iteration; optimal H/sub /spl infin// control; robust numerical method; rounding errors; state-space solution; Bismuth; Centralized control; Control systems; Optimal control; Output feedback; Riccati equations; Robust control; Robustness; Roundoff errors; Transfer functions;
Conference_Titel :
Decision and Control, 2004. CDC. 43rd IEEE Conference on
Conference_Location :
Nassau
Print_ISBN :
0-7803-8682-5
DOI :
10.1109/CDC.2004.1428666
