Calculation of feedback gains for an optimal controller

V. Radisavljevic

doi:10.1243/09596518JSCE627

Calculation of feedback gains for an optimal controller

V. Radisavljevic

Rutgers - The State University of New Jersey, New Brunswick

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

This paper presents a numerical algorithm for solving non-linear algebraic equations generated in an optimization problem in which the sum of a quadratic performance criterion and the H₂-norm of the closed-loop transfer function from a Gaussian white noise stochastic disturbance to the state space variables of a linear time invariant system is minimized. The proposed algorithm is given in terms of algebraic Lyapunov equations. It is shown in this paper that this algorithm converges to the local minimum under non-restrictive, control theory and applications-oriented assumptions, stabilizability and detectability.

Original language	English
Pages (from-to)	581-584
Number of pages	4
Journal	Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering
Volume	223
Issue number	4
DOIs	https://doi.org/10.1243/09596518JSCE627
State	Published - 2009
Externally published	Yes

Keywords

Gaussian white noise stochastic disturbance
Linear-quadratic regulator

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10.1243/09596518JSCE627

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AB - This paper presents a numerical algorithm for solving non-linear algebraic equations generated in an optimization problem in which the sum of a quadratic performance criterion and the H2-norm of the closed-loop transfer function from a Gaussian white noise stochastic disturbance to the state space variables of a linear time invariant system is minimized. The proposed algorithm is given in terms of algebraic Lyapunov equations. It is shown in this paper that this algorithm converges to the local minimum under non-restrictive, control theory and applications-oriented assumptions, stabilizability and detectability.

KW - Gaussian white noise stochastic disturbance

KW - Linear-quadratic regulator

UR - https://www.scopus.com/pages/publications/67650309531

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JF - Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering

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ER -

Calculation of feedback gains for an optimal controller

Abstract

Keywords

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