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Probability-One Homotopy Algorithms for Full and Reduced Order H-squared/H-to Infinity Controller Synthesis

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dc.contributor.authorYuzhen, Geen
dc.contributor.authorWatson, Layne T.en
dc.contributor.authorCollins, Emmanuel G.en
dc.contributor.authorBernstein, Dennis S.en
dc.contributor.departmentComputer Scienceen
dc.date.accessioned2013-06-19T14:36:26Zen
dc.date.available2013-06-19T14:36:26Zen
dc.date.issued1994en
dc.description.abstractHomotopy algorithms for both full- and reduced-order LQG controller design problems with an H-to infinity constraint on disturbance attenuation are developed. The H-to infinity constraint is enforced by replacing the covariance Lyapunov equation by a Riccati equation whose solution gives an upper boundary on H-squared performance. The numerical algorithm, based on homotopy theory, solves the necessary conditions for a minimum of the upper bound on H-squared performance. The algorithms are based on two minimal parameter formulations: Ly, Bryson, and Cannon's 2X2 block parametrization and the input normal Riccati form parametrization. An over-parametrization formulation is also proposed. Numerical experiments suggest that the combination of a globally convergent homotopy method and a minimal parameter formulation applied to the upper bound minimization gives excellent results for mixed-norm H-squared/H-to infinity synthesis. The nonmonocity of homotopy zero curves is demonstrated, proving that algorithms more sophisticated that standard continuation are necessary.en
dc.format.mimetypeapplication/postscripten
dc.identifierhttp://eprints.cs.vt.edu/archive/00000383/en
dc.identifier.sourceurlhttp://eprints.cs.vt.edu/archive/00000383/01/TR-94-01.psen
dc.identifier.trnumberTR-94-01en
dc.identifier.urihttp://hdl.handle.net/10919/19846en
dc.language.isoenen
dc.publisherDepartment of Computer Science, Virginia Polytechnic Institute & State Universityen
dc.relation.ispartofHistorical Collection(Till Dec 2001)en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.titleProbability-One Homotopy Algorithms for Full and Reduced Order H-squared/H-to Infinity Controller Synthesisen
dc.typeTechnical reporten
dc.type.dcmitypeTexten

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