Title :
On approximate solutions to H2/H∞ problems
Author :
Correa, G.O. ; Sales, D.M.
Author_Institution :
LNCC, Petropoiis, Brazil
Abstract :
In this paper, a procedure for obtaining approximate solutions to H2/H∞ problems is described which involves solving a sequence of auxiliary Hi problems with a single weighted H2 constraint. This procedure hinges upon a weighting updating scheme in which, roughly speaking, a multiplication operator is applied to an additively-corrected version of the weighting function at each step. Conditions are established under which the procedure in question generates approximate solutions to the original H2/H∞ problem. This is based on a lower bound on the one-step increments of the sequence of auxiliary optimal cost values which is a function of a real-valued parameter associated with the additive-correction scheme. To improve convergence, this parameter can be chosen in such a way as to maximize the lower bound involved.
Keywords :
H∞ control; approximation theory; convergence of numerical methods; cost optimal control; linear systems; H∞ control; H∞ problems; H2 problems; additive-correction scheme; approximate solutions; auxiliary Hi problems; auxiliary optimal cost values; convergence improvement; linear systems; multiplication operator; real-valued parameter; single weighted H2 constraint; weighting function; weighting updating scheme; Additives; Approximation methods; Convergence; Europe; Sufficient conditions; Transfer functions; Upper bound; H∞ control; H2-optimization; Linear systems;
Conference_Titel :
Control Conference (ECC), 2001 European
Conference_Location :
Porto
Print_ISBN :
978-3-9524173-6-2
