Title :
On some algorithms for design of optimal constrained regulators
Author :
Söderström, Torsten
Author_Institution :
Institute of Technology, Uppsala University, Sweden
fDate :
12/1/1978 12:00:00 AM
Abstract :
Two algorithms for computation of optimal feedback gains for output constrained regulators are considered. One algorithm consists of an iterative solution of Lyapunov equations. It is shown that it does not always converge even for good initial values. The other algorithm includes a solution of a nonlinear equation in each iteration. This algorithm is superior to the first one for considered examples.
Keywords :
Linear systems, time-invariant continuous-time; Optimal regulators; Output feedback; Algorithm design and analysis; Control system analysis; Convergence; Iterative algorithms; Linear systems; Nonlinear equations; Output feedback; Regulators; Stochastic systems; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101917
