State-space solution to a minimum-entropy $\mathcal{H}_\infty$-optimal control problem with a nested information constraint

نویسنده

  • Laurent Lessard
چکیده

State-space formulas are derived for the minimum-entropy H∞ controller when the plant and controller are constrained to be block-lower-triangular. Such a controller exists if and only if: the corresponding unstructured problem has a solution, a certain pair of coupled algebraic Riccati equations admits a mutually stabilizing fixed point, and a pair of spectral radius conditions is met. The controller’s observer-based structure is also discussed, and a simple numerical approach for solving the coupled Riccati equations is presented.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

State-space solution to a minimum-entropy H∞-optimal control problem with a nested information constraint

State-space formulas are derived for the minimumentropy H∞ controller when the plant and controller are constrained to be block-lower-triangular. Such a controller exists if and only if: the corresponding unstructured problem has a solution, a certain pair of coupled algebraic Riccati equations admits a mutually stabilizing fixed point, and a pair of spectral radius conditions is met. The contr...

متن کامل

State-space solution to a minimum-entropy ℋ1-optimal control problem with a nested information constraint

State-space formulas are derived for the minimumentropy H∞ controller when the plant and controller are constrained to be block-lower-triangular. Such a controller exists if and only if: the corresponding unstructured problem has a solution, a certain pair of coupled algebraic Riccati equations admits a mutually stabilizing fixed point, and a pair of spectral radius conditions is met. The contr...

متن کامل

Modeling of the Maximum Entropy Problem as an Optimal Control Problem and its Application to Pdf Estimation of Electricity Price

In this paper, the continuous optimal control theory is used to model and solve the maximum entropy problem for a continuous random variable. The maximum entropy principle provides a method to obtain least-biased probability density function (Pdf) estimation. In this paper, to find a closed form solution for the maximum entropy problem with any number of moment constraints, the entropy is consi...

متن کامل

The Exact Solution of Min-Time Optimal Control Problem in Constrained LTI Systems: A State Transition Matrix Approach

In this paper, the min-time optimal control problem is mainly investigated in the linear time invariant (LTI) continuous-time control system with a constrained input. A high order dynamical LTI system is firstly considered for this purpose. Then the Pontryagin principle and some necessary optimality conditions have been simultaneously used to solve the optimal control problem. These optimality ...

متن کامل

FUZZY TRAIN ENERGY CONSUMPTION MINIMIZATION MODEL AND ALGORITHM

Train energy saving problem investigates how to control train's velocity such that the quantity of energy consumption is minimized and some system constraints are satis ed. On the assumption that the train's weights on different links are estimated by fuzzy variables when making the train scheduling strategy, we study the fuzzy train energy saving problem. First, we propose a fuzzy energy ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2014