MixedH2/H∞control under variance constraints
作者:
RIYANTOT. BAMBANG,
E. SHIMEMURA,
K. UCHIDA,
期刊:
International Journal of Systems Science
(Taylor Available online 1993)
卷期:
Volume 24,
issue 11
页码: 1997-2017
ISSN:0020-7721
年代: 1993
DOI:10.1080/00207729308949610
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Dual problems, which we call output and input variance constrainedH2/H∞controls, are considered. In these problems, we seek control-laws that satisfy mixedH2/H∞performance criteria, under multiple variance constraints on either outputs or inputs of time-invariant multivariable systems. The approach taken is to convert the problems into non-linear programming with both equality and inequality constraints. For both problems, the Kuhn-Tucker optimality condition is employed to obtain a first-order necessary condition for a regular point that minimizes an upper bound on the quadratic performance for the givenH∞constraint. A second-order necessary condition and sufficiency for the strict local minimizer of the upper bound are investigated. Efficient algorithms for synthesizing the desired controllers are proposed.
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