Finite Horizon H Control Problems with Terminal Penalties

Kenko Uchida, Masayuki Fujita

    Research output: Contribution to journalArticle

    11 Citations (Scopus)

    Abstract

    We 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 IF controls. Transients in the finite horizon and the terminal penalties are taken into account within the framework of H control problems. We give a complete solution, a necessary and sufficient condition, and a parameterization 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 and to the finite horizon standard H control problem. Our approach to the problem is based on completing the square argument of a particular quadratic form, which is at least technically different from the previous ones.

    Original languageEnglish
    Pages (from-to)1762-1767
    Number of pages6
    JournalIEEE Transactions on Automatic Control
    Volume37
    Issue number11
    DOIs
    Publication statusPublished - 1992

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    Riccati equations
    Parameterization

    ASJC Scopus subject areas

    • Computer Science Applications
    • Control and Systems Engineering
    • Electrical and Electronic Engineering

    Cite this

    Finite Horizon H Control Problems with Terminal Penalties. / Uchida, Kenko; Fujita, Masayuki.

    In: IEEE Transactions on Automatic Control, Vol. 37, No. 11, 1992, p. 1762-1767.

    Research output: Contribution to journalArticle

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