Conference proceeding
Monotonicity and convexity of H-infinity Riccati solutions in general case
Proceedings of 1994 American Control Conference - ACC '94, v 3, pp 2762-2766
1994
Abstract
State space formulas for H/sup /spl infin// optimal control problem involve two H/sup /spl infin// Riccati equations, whose solutions can be used to construct an optimal or suboptimal H/sup /spl infin// controller. This paper studies the existence of the solutions to the two H/sup /spl infin// Riccati equations in Glover-Doyle's formulation which is the most general one yet been considered, and shows that the solutions are nonincreasing convex functions in the domain of interest. The monotonicity and convexity of those H/sup /spl infin// Riccati solutions guarantee that the spectral radius of the product of those two Riccati solutions is also a nonincreasing convex function of /spl gamma/ in the domain of interest. According to these properties, a quadratically convergent algorithm is developed to compute the optimal H/sup /spl infin//.
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Details
- Title
- Monotonicity and convexity of H-infinity Riccati solutions in general case
- Creators
- R Zong - Drexel UniversityB.C Chang - Drexel University
- Publication Details
- Proceedings of 1994 American Control Conference - ACC '94, v 3, pp 2762-2766
- Conference
- 1994 American Control Conference - ACC 94 (Baltimore, Maryland, United States, 29 Jun 1994–01 Jul 1994)
- Publisher
- IEEE
- Number of pages
- 5
- Resource Type
- Conference proceeding
- Language
- English
- Academic Unit
- Mechanical Engineering and Mechanics
- Other Identifier
- 991019205313704721