Dynamic Algorithms for Solving Coupled Algebraic Riccati Equations Arising in Mixed H2/H∞ Control for Scalar Linear Systems
File(s)dyn_sol_coupled_AREs.pdf (384.55 KB)
Accepted version
Author(s)
Mylvaganam, T
Astolfi, A
Type
Conference Paper
Abstract
The problem of mixed H2/H∞ control can
be formulated as a two-player nonzero-sum differential
game as done by Limebeer et al. in the 1990s. For linear
systems the problem is characterised by two coupled algebraic
Riccati equations. Solutions for such algebraic Riccati
equations are not straight-forward to obtain, particularly for
infinite-horizon problems. In this paper two algorithms for
obtaining solutions for the coupled algebraic Riccati equations
associated with the mixed H2/H∞ control problem
for scalar, linear systems is provided along with illustrative
numerical examples.
be formulated as a two-player nonzero-sum differential
game as done by Limebeer et al. in the 1990s. For linear
systems the problem is characterised by two coupled algebraic
Riccati equations. Solutions for such algebraic Riccati
equations are not straight-forward to obtain, particularly for
infinite-horizon problems. In this paper two algorithms for
obtaining solutions for the coupled algebraic Riccati equations
associated with the mixed H2/H∞ control problem
for scalar, linear systems is provided along with illustrative
numerical examples.
Date Issued
2016-12-29
Date Acceptance
2016-07-24
Citation
Proceedings of the IEEE Conference on Decision & Control / IEEE Control Systems Society. IEEE Conference on Decision & Control, 2016
ISSN
0743-1546
Publisher
IEEE
Journal / Book Title
Proceedings of the IEEE Conference on Decision & Control / IEEE Control Systems Society. IEEE Conference on Decision & Control
Copyright Statement
© 2016 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Grant Number
EP/L014343/1
Source
IEEE Conference on Decision & Control
Subjects
Science & Technology
Technology
Automation & Control Systems
Engineering, Electrical & Electronic
Operations Research & Management Science
Engineering
GAMES
FEEDBACK
Publication Status
Published
Start Date
2016-12-12
Finish Date
2016-12-14
Coverage Spatial
Las Vegas, Nevada, USA