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A Computational method for optimal L-Q regulation with simultaneous disturbance decoupling

✍ Scribed by Carlos E.T. Dórea; Basílio E.A. Milani


Book ID
102992064
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
748 KB
Volume
31
Category
Article
ISSN
0005-1098

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✦ Synopsis


The disturbance decoupling problem with stability (DDPS) and simultaneous infinite-time horizon optimal L-Q regulation, for continuous time-invariant linear systems, is formulated as a parameter optimization problem in L-Q regulators subject to control constraints imposed by the solution of DDPS. For computational solution of DDPS an efficient numerical procedure is proposed which gives the solution directly in the form of constraints on some parameters of the state-feedback matrix. For computational solution of the optimization problem a specialized hybrid descent method is proposed composed by a sequence of steps of modified Newton, Newton's and Quasi-Newton methods, suitable for problems with severe control structural constraints.