Gradient calculations for linear quadratic fixed-control structure problems
- 1 April 1980
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 25 (2) , 285-288
- https://doi.org/10.1109/tac.1980.1102296
Abstract
A general formula for the gradient of the linear quadratic fixed-control structure problem with respect to the free controller parameters is presented. This formula includes as special cases time-invariant, time-varying, and robust control formulations for both continuous- and discrete-time problems. Explicit formulas for the continuous-time formulations are presented.Keywords
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