Title :
Gradient calculations for linear quadratic fixed-control structure problems
Author :
Looze, Douglas P. ; Sandell, Nils R., Jr.
Author_Institution :
University of Illinois, Urbana, IL, USA
fDate :
4/1/1980 12:00:00 AM
Abstract :
A general formula for the gradient of the linear quadratic fixed-control structure problem with respect to the free controller parameters is presented. This formula includes as special cases time-invariant, time-varying, and robust control formulations for both continuous- and discrete-time problems. Explicit formulas for the continuous-time formulations are presented.
Keywords :
Gradient methods; Linear systems; Linear systems, stochastic; Optimal control; Optimal stochastic control; State-feedback; Stochastic optimal control; Stochastic systems, linear; Control systems; Controllability; Eigenvalues and eigenfunctions; Jacobian matrices; Linear matrix inequalities; Polynomials; Sufficient conditions; Symmetric matrices; Testing; Writing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1980.1102296
