An alternate numerical solution to the linear quadratic problem
- 1 January 1994
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 39 (1) , 198-202
- https://doi.org/10.1109/9.273368
Abstract
This note proposes a new method, based on convex programming, for solving the linear quadratic problem (LQP) directly on the parameter space generated by the feedback control gain. All stabilizing controllers are mapped into a convex set; the problem is then formulated as a minimization of a linear function over this convex set. Its optimal solution furnishes, under certain conditions, the same feedback control gain obtained from the classical Riccati equation. Generalizations to decentralized control and output feedback control design are included. The theory is illustrated by some numerical examples.Keywords
This publication has 7 references indexed in Scilit:
- Mixed H/sub 2//H/sub infinity / control: a convex optimization approachIEEE Transactions on Automatic Control, 1991
- On a Convex Parameter Space Method for Linear Control Design of Uncertain SystemsSIAM Journal on Control and Optimization, 1991
- A linear programming oriented procedure for quadratic stabilization of uncertain systemsSystems & Control Letters, 1989
- Structured and simultaneous Lyapunov functions for system stability problemsInternational Journal of Control, 1989
- State-space solutions to standard H/sub 2/ and H/sub infinity / control problemsIEEE Transactions on Automatic Control, 1989
- A Schur method for solving algebraic Riccati equationsIEEE Transactions on Automatic Control, 1979
- On an iterative technique for Riccati equation computationsIEEE Transactions on Automatic Control, 1968