Yuzhen, GeWatson, Layne T.Collins, Emmanuel G.Bernstein, Dennis S.2013-06-192013-06-191994http://hdl.handle.net/10919/19846Homotopy 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.application/postscriptenIn CopyrightTechnical reportTR-94-01http://eprints.cs.vt.edu/archive/00000383/01/TR-94-01.ps