Finite horizon H/sup infinity / control problems with terminal penalties
- 1 January 1990
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 1808-1813
- https://doi.org/10.1109/cdc.1990.203931
Abstract
The authors generalize the standard H/sup infinity / 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/sup infinity / controls; the terminal penalties correspond to treating an intrinsic issue of finite horizon cases within the framework of H/sup infinity / control problems. The authors give a complete solution, a necessary and sufficient condition, and a parametrization to the finite horizon H/sup infinity / 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/sup infinity / control problem. The present approach to the problem is based on completing the square argument of a particular quadratic form.<>Keywords
This publication has 4 references indexed in Scilit:
- On the central controller: Characterizations via differential games and LEQG control problemsSystems & Control Letters, 1989
- State-space solutions to standard H/sub 2/ and H/sub infinity / control problemsIEEE Transactions on Automatic Control, 1989
- Disturbance attenuation andH^{∞}optimization: A design method based on the algebraic Riccati equationIEEE Transactions on Automatic Control, 1987
- Singular Optimal Control: The Linear-Quadratic ProblemPublished by Springer Nature ,1978