Mixed H2/H control under variance constraints

Riyanto T. Bambang, E. Shimemura, Kenko Uchida

    Research output: Contribution to journalArticle

    3 Citations (Scopus)

    Abstract

    Dual problems, which we call output and input variance constrained H2/H controls, are considered. In these problems, we seek control-laws that satisfy mixed H2/H performance criteria, under multiple variance constraints on either outputs or inputs of time-invariant multivariable systems. The approach taken is to convert the problems into non-linear programming with both equality and inequality constraints. For both problems, the Kuhn-Tucker optimality condition is employed to obtain a first-order necessary condition for a regular point that minimizes an upper bound on the quadratic performance for the given H constraint. A second-order necessary condition and sufficiency for the strict local minimizer of the upper bound are investigated. Efficient algorithms for synthesizing the desired controllers are proposed.

    Original languageEnglish
    Pages (from-to)1997-2017
    Number of pages21
    JournalInternational Journal of Systems Science
    Volume24
    Issue number11
    DOIs
    Publication statusPublished - 1993

    Fingerprint

    Multivariable systems
    Nonlinear programming
    Second-order Necessary Conditions
    Upper bound
    Kuhn-Tucker Conditions
    Local Minimizer
    Multivariable Systems
    Order Conditions
    Output
    Sufficiency
    Equality Constraints
    Dual Problem
    Optimality Conditions
    Inequality Constraints
    Nonlinear Programming
    Controllers
    Convert
    Efficient Algorithms
    First-order
    Minimise

    ASJC Scopus subject areas

    • Control and Systems Engineering
    • Computer Science Applications
    • Theoretical Computer Science

    Cite this

    Mixed H2/H control under variance constraints. / Bambang, Riyanto T.; Shimemura, E.; Uchida, Kenko.

    In: International Journal of Systems Science, Vol. 24, No. 11, 1993, p. 1997-2017.

    Research output: Contribution to journalArticle

    Bambang, Riyanto T. ; Shimemura, E. ; Uchida, Kenko. / Mixed H2/H control under variance constraints. In: International Journal of Systems Science. 1993 ; Vol. 24, No. 11. pp. 1997-2017.
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