Probability-One Homotopy Algorithms for Full and Reduced Order H-squared/H-to Infinity Controller Synthesis
| dc.contributor.author | Yuzhen, Ge | en |
| dc.contributor.author | Watson, Layne T. | en |
| dc.contributor.author | Collins, Emmanuel G. | en |
| dc.contributor.author | Bernstein, Dennis S. | en |
| dc.contributor.department | Computer Science | en |
| dc.date.accessioned | 2013-06-19T14:36:26Z | en |
| dc.date.available | 2013-06-19T14:36:26Z | en |
| dc.date.issued | 1994 | en |
| dc.description.abstract | Homotopy 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.mimetype | application/postscript | en |
| dc.identifier | http://eprints.cs.vt.edu/archive/00000383/ | en |
| dc.identifier.sourceurl | http://eprints.cs.vt.edu/archive/00000383/01/TR-94-01.ps | en |
| dc.identifier.trnumber | TR-94-01 | en |
| dc.identifier.uri | http://hdl.handle.net/10919/19846 | en |
| dc.language.iso | en | en |
| dc.publisher | Department of Computer Science, Virginia Polytechnic Institute & State University | en |
| dc.relation.ispartof | Historical Collection(Till Dec 2001) | en |
| dc.rights | In Copyright | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.title | Probability-One Homotopy Algorithms for Full and Reduced Order H-squared/H-to Infinity Controller Synthesis | en |
| dc.type | Technical report | en |
| dc.type.dcmitype | Text | en |
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