Finite horizon H control problems with terminal penalties

Kenko Uchida, Masayuki Fujita

    研究成果: Conference contribution

    1 引用 (Scopus)

    抄録

    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.

    元の言語English
    ホスト出版物のタイトルProceedings of the IEEE Conference on Decision and Control
    出版者Publ by IEEE
    ページ1808-1813
    ページ数6
    3
    出版物ステータスPublished - 1990
    イベントProceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6) - Honolulu, HI, USA
    継続期間: 1990 12 51990 12 7

    Other

    OtherProceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6)
    Honolulu, HI, USA
    期間90/12/590/12/7

    Fingerprint

    Riccati equations

    ASJC Scopus subject areas

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

    これを引用

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

    Finite horizon H control problems with terminal penalties . / Uchida, Kenko; Fujita, Masayuki.

    Proceedings of the IEEE Conference on Decision and Control. 巻 3 Publ by IEEE, 1990. p. 1808-1813.

    研究成果: Conference contribution

    Uchida, K & Fujita, M 1990, Finite horizon H control problems with terminal penalties Proceedings of the IEEE Conference on Decision and Control. 巻. 3, Publ by IEEE, pp. 1808-1813, Proceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6), Honolulu, HI, USA, 90/12/5.
    Uchida K, Fujita M. Finite horizon H control problems with terminal penalties : Proceedings of the IEEE Conference on Decision and Control. 巻 3. Publ by IEEE. 1990. p. 1808-1813
    Uchida, Kenko ; Fujita, Masayuki. / Finite horizon H control problems with terminal penalties Proceedings of the IEEE Conference on Decision and Control. 巻 3 Publ by IEEE, 1990. pp. 1808-1813
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    AB - 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.

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