MULTIPLE MODELS, MULTIPLICATIVE NOISE AND LINEAR QUADRATIC CONTROL - ALGORITHMIC ASPECTS

被引:14
作者
MAKILA, PM
机构
[1] Swedish University of Åbo, Department of Chemical Engineering, Åbo
基金
芬兰科学院;
关键词
D O I
10.1080/00207179108934193
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Numerical solution of certain linear quadratic (LQ) control problems for robust design is addressed. An iterative method is suggested and analysed for solving a minimax multiple model LQ control problem. A convergent iterative method is studied for finding the constant feedback gains of a given linear controller so as to solve a spectral radius functional minimization problem for multiple plants. Furthermore, a convergent iterative method is proposed for solving the maximum entropy parametric LQ control problem with multiplicative noise.
引用
收藏
页码:921 / 941
页数:21
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