Numerical computation of cross-coupled algebraic Riccati equations related to H∞-constrained LQG control problem
Applied Mathematics and Computation Volume 199 Issue 2
Page 663-676
published_at 2008-06
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| File | |
| Title ( eng ) |
Numerical computation of cross-coupled algebraic Riccati equations related to H∞-constrained LQG control problem
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| Creator | |
| Source Title |
Applied Mathematics and Computation
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| Volume | 199 |
| Issue | 2 |
| Start Page | 663 |
| End Page | 676 |
| Abstract |
In this paper, the numerical algorithm for solving the state and output feedback H∞-constrained LQG control problem is investigated. Although the equations that have to be solved to design the controller consist of the nonlinear cross-coupled algebraic Riccati equations (CAREs), it is newly proven that both the uniqueness and the positive semidefiniteness of the iterative solutions can be guaranteed when disturbance attenuation level γ is sufficiently large. The computational examples are given to demonstrate the efficiency of the proposed algorithm.
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| Keywords |
state and output feedback H∞-constrained LQG control problem
cross-coupled algebraic Riccati equation
CARE
Newton's method
Newton–Kantorovich theorem
reduced-order algorithm
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| NDC |
Mechanical engineering [ 530 ]
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| Language |
eng
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| Resource Type | journal article |
| Publisher |
Elsevier Inc
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| Date of Issued | 2008-06 |
| Rights |
Copyright (c) 2007 Elsevier Inc
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| Publish Type | Author’s Original |
| Access Rights | open access |
| Source Identifier |
[ISSN] 0096-3003
[DOI] 10.1016/j.amc.2007.10.026
[NCID] AA00543329
[DOI] http://dx.doi.org/10.1016/j.amc.2007.10.026
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