Generalized Kleinman‐Newton method

Generalized Kleinman‐Newton method This paper addresses the general problem of optimal linear control design subject to convex gain constraints. Classical approaches based exclusively on Riccati equations or linear matrix inequalities are unable to treat problems that incorporate feedback gain constraints, for instance, the reduced‐order (including static) output feedback control design. In this paper, these two approaches are put together to obtain a genuine generalization of the celebrated Kleinman‐Newton method. The convergence to a local minimum is monotone. We believe that other control design problems can be also considered by the adoption of the same ideas and algebraic manipulations. Several examples borrowed from the literature are solved for illustration and comparison. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Optimal Control Applications and Methods Wiley

Generalized Kleinman‐Newton method

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Publisher
Wiley Subscription Services, Inc., A Wiley Company
Copyright
Copyright © 2018 John Wiley & Sons, Ltd.
ISSN
0143-2087
eISSN
1099-1514
D.O.I.
10.1002/oca.2400
Publisher site
See Article on Publisher Site

Abstract

This paper addresses the general problem of optimal linear control design subject to convex gain constraints. Classical approaches based exclusively on Riccati equations or linear matrix inequalities are unable to treat problems that incorporate feedback gain constraints, for instance, the reduced‐order (including static) output feedback control design. In this paper, these two approaches are put together to obtain a genuine generalization of the celebrated Kleinman‐Newton method. The convergence to a local minimum is monotone. We believe that other control design problems can be also considered by the adoption of the same ideas and algebraic manipulations. Several examples borrowed from the literature are solved for illustration and comparison.

Journal

Optimal Control Applications and MethodsWiley

Published: Jan 1, 2018

Keywords: ; ;

References

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