Numerical method for weights adjustment in minimax multi-model LQ-control

被引：6
|
作者：
Poznyak, Alexander
Bejarano, Francisco Javier
Fridman, Leonid
机构：
[1] Inst Politecn Nacl, Ctr Invest & Estudios Avanzados, Dept Automat Control, Mexico City 07000, DF, Mexico
[2] Univ Nacl Autonoma Mexico, Fac Ingn, DEP FI, Mexico City 04510, DF, Mexico
来源：
OPTIMAL CONTROL APPLICATIONS & METHODS | 2007年 / 28卷 / 04期
关键词：
minimax control; linear quadratic problem; numerical methods;
D O I：
10.1002/oca.805
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The minimax linear quadratic problem, where 'max' is taken over a finite set of indices (models) and 'min' is taken over the set of admissible controls, is considered. The solution is obtained by the robust optimal control application. The control turns out to be a linear combination of the controls optimal for each individual model. This paper develops a numerical method for the optimal weights adjustment. An example shows a quick convergence of the proposed procedure. Copyright (C) 2007 John Wiley & Sons, Ltd.
引用
收藏
页码：289 / 300
页数：12
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