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Gradient flow approach to LQ cost improvement for simultaneous stabilization problem

✍ Scribed by V. Sreeram; W.-Q. Liu; K. L. Teo; W.-Y. Yan


Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
382 KB
Volume
17
Category
Article
ISSN
0143-2087

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✦ Synopsis


In this paper we consider LQ cost optimization for the simultaneous stabilization problem. The objective is to find a single simultaneously stabilizing feedback gain mamx such that all closed-loop systems exhibit good transient behaviour. The cost function used is a quadratic function of the system states and the control vector. This paper proposes to seek an optimization solution by solving an ordinary differential equation which is a gradient flow associated with the cost function. Two examples are presented to illustrate the effectiveness of the proposed procedure.