Variance constrained H2/H∞ control

Riyanto T. Bambang; E. Shimemura; Kenko Uchida

Variance constrained H₂/H_∞ control

Riyanto T. Bambang^*, E. Shimemura, Kenko Uchida

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

1 Citation (Scopus)

Abstract

In this paper dual problems, which we shall call output and input variance constrained H₂/H_∞ controls, are considered. In these problems, we seek control-laws that minimize an H₂ performance criterion subject to an H_∞ performance bound as well as multiple variance constraints on either outputs or inputs of time-invariant multivariable systems. Based on the investigation of Kuhn Tucker optimality conditions to the equivalent optimization problems, first order necessary conditions are obtained for a regular point that minimizes an upper bound on quadratic performance subject to H_∞-norm and variance inequality constraints. Second-order necessary and sufficient conditions for the optimization problems are investigated and efficient algorithms for synthesizing the controllers are proposed.

Original language	English
Title of host publication	Proceedings of the American Control Conference
Place of Publication	Green Valley, AZ, United States
Publisher	Publ by American Automatic Control Council
Pages	1368-1373
Number of pages	6
Volume	2
ISBN (Print)	0780302109
Publication status	Published - 1992
Event	Proceedings of the 1992 American Control Conference - Chicago, IL, USA Duration: 1992 Jun 24 → 1992 Jun 26

Other

Other	Proceedings of the 1992 American Control Conference
City	Chicago, IL, USA
Period	92/6/24 → 92/6/26

ASJC Scopus subject areas

Control and Systems Engineering

Cite this

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title = "Variance constrained H2/H∞ control",

abstract = "In this paper dual problems, which we shall call output and input variance constrained H2/H∞ controls, are considered. In these problems, we seek control-laws that minimize an H2 performance criterion subject to an H∞ performance bound as well as multiple variance constraints on either outputs or inputs of time-invariant multivariable systems. Based on the investigation of Kuhn Tucker optimality conditions to the equivalent optimization problems, first order necessary conditions are obtained for a regular point that minimizes an upper bound on quadratic performance subject to H∞-norm and variance inequality constraints. Second-order necessary and sufficient conditions for the optimization problems are investigated and efficient algorithms for synthesizing the controllers are proposed.",

author = "Bambang, {Riyanto T.} and E. Shimemura and Kenko Uchida",

year = "1992",

language = "English",

isbn = "0780302109",

volume = "2",

pages = "1368--1373",

booktitle = "Proceedings of the American Control Conference",

publisher = "Publ by American Automatic Control Council",

note = "Proceedings of the 1992 American Control Conference ; Conference date: 24-06-1992 Through 26-06-1992",

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TY - GEN

T1 - Variance constrained H2/H∞ control

AU - Bambang, Riyanto T.

AU - Shimemura, E.

AU - Uchida, Kenko

PY - 1992

Y1 - 1992

N2 - In this paper dual problems, which we shall call output and input variance constrained H2/H∞ controls, are considered. In these problems, we seek control-laws that minimize an H2 performance criterion subject to an H∞ performance bound as well as multiple variance constraints on either outputs or inputs of time-invariant multivariable systems. Based on the investigation of Kuhn Tucker optimality conditions to the equivalent optimization problems, first order necessary conditions are obtained for a regular point that minimizes an upper bound on quadratic performance subject to H∞-norm and variance inequality constraints. Second-order necessary and sufficient conditions for the optimization problems are investigated and efficient algorithms for synthesizing the controllers are proposed.

AB - In this paper dual problems, which we shall call output and input variance constrained H2/H∞ controls, are considered. In these problems, we seek control-laws that minimize an H2 performance criterion subject to an H∞ performance bound as well as multiple variance constraints on either outputs or inputs of time-invariant multivariable systems. Based on the investigation of Kuhn Tucker optimality conditions to the equivalent optimization problems, first order necessary conditions are obtained for a regular point that minimizes an upper bound on quadratic performance subject to H∞-norm and variance inequality constraints. Second-order necessary and sufficient conditions for the optimization problems are investigated and efficient algorithms for synthesizing the controllers are proposed.

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M3 - Conference contribution

AN - SCOPUS:0027047435

SN - 0780302109

VL - 2

SP - 1368

EP - 1373

BT - Proceedings of the American Control Conference

PB - Publ by American Automatic Control Council

CY - Green Valley, AZ, United States

T2 - Proceedings of the 1992 American Control Conference

Y2 - 24 June 1992 through 26 June 1992

ER -

Variance constrained H₂/H_∞ control

Abstract

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ASJC Scopus subject areas

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