Title :
Numerical Methods for H2 Related Problems
Author :
Feron, E. ; Balakrishnan, V. ; Boyd, S. ; El Ghaoui, L.
Author_Institution :
Department of Electrical Engineering, Stanford University, Stanford CA 94305 USA
Abstract :
Recent results have shown that several H2 and H2-related problems can be formulated as convex programs with a finite number of variables. We present an interior point algorithm for the solution of these convex programs and illustrate its application with the standard LQR design.
Keywords :
Adaptive control; Algorithm design and analysis; Ambient intelligence; Equations; Hydrogen; Linear matrix inequalities; State feedback; Symmetric matrices; Time invariant systems; White noise;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9