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2008 11th IEEE International Conference on Computational Science and Engineering
An Efficient Technique for Computing a Sub-optimal Disturbance Attenuation $H_{\infty}$ Control Problem Feedback Solution
July 16-July 18
ISBN: 978-0-7695-3193-9
This paper presents a technique to determine the optimal $H_{\infty}$ state-feedback control gain. This gain leads to a closed loop system with the best level of disturbance attenuation. The proposed method uses convergence characteristics of the bisection method and iterative solutions of algebraic Riccati equations (AREs). The numerical instability monitoring of the AREs and Lyapunov equation solutions are used as a tool to adjust the level of disturbance attenuation. The technique uses the fact that Lyapunov equation solutions??can present low-rank characteristics and that numerical aspects, such as products involving inverse of matrices, can be efficiently implemented. Tests carried out on three dynamic systems, including one of 3078 states, demonstrate the efficiency of the proposed method.
Index Terms:
Riccati equation. Lyapunov equation, Kleiman method, Smith method, bisection, optimal control
Citation:
Francisco Damasceno Freitas, Jo?o Yoshiyuki Ishihara, Geovany de Ara? Borges, "An Efficient Technique for Computing a Sub-optimal Disturbance Attenuation $H_{\infty}$ Control Problem Feedback Solution," cse, pp.471-478, 2008 11th IEEE International Conference on Computational Science and Engineering, 2008
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