Finite horizon H control problems with terminal penalties

Kenko Uchida, Masayuki Fujita

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    1 Citation (Scopus)

    Abstract

    The authors generalize the standard H control problem to the finite horizon case with two (possibly singular) terminal penalties at the initial and final times. The major objective of the generalization is to increase flexibility of H controls; the terminal penalties correspond to treating an intrinsic issue of finite horizon cases within the framework of H control problems. The authors give a complete solution, a necessary and sufficient condition, and a parametrization to the finite horizon H control problem. The solution is a natural extension of the Riccati equation solution; in the special case when all the terminal penalties vanish, the solution is reduced to the existing one to the finite horizon standard H control problem. The present approach to the problem is based on completing the square argument of a particular quadratic form.

    Original languageEnglish
    Title of host publicationProceedings of the IEEE Conference on Decision and Control
    PublisherPubl by IEEE
    Pages1808-1813
    Number of pages6
    Volume3
    Publication statusPublished - 1990
    EventProceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6) - Honolulu, HI, USA
    Duration: 1990 Dec 51990 Dec 7

    Other

    OtherProceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6)
    CityHonolulu, HI, USA
    Period90/12/590/12/7

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    ASJC Scopus subject areas

    • Chemical Health and Safety
    • Control and Systems Engineering
    • Safety, Risk, Reliability and Quality

    Cite this

    Uchida, K., & Fujita, M. (1990). Finite horizon H control problems with terminal penalties In Proceedings of the IEEE Conference on Decision and Control (Vol. 3, pp. 1808-1813). Publ by IEEE.