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A numerical solution to the matrix ℋ2/ℋ∞ optimal control problem

✍ Scribed by G. D. Halikias; I. M. Jaimoukha; D. A. Wilson

Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
158 KB
Volume
7
Category
Article
ISSN
1049-8923

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✦ Synopsis

In this paper a numerical solution is obtained to the problem of minimizing an H -type cost subject to an H -norm constraint. The method employed is based on the convex alternating projection algorithm and generalizes a recent technique to the multivariable case. The solution is derived in terms of the Markov parameters of an FIR filter of arbitrary length; this is finally approximated by a low-order IIR filter using Hankel-norm model-reduction techniques. The results are illustrated with a numerical example. 1997 by

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