Variance constrained H sub(2)/H sub( infinity ) control

In this paper dual problems, which we shall call output and input variance constrained H sub(2)/H sub( infinity ) controls, are considered. In these problems, we seek control-laws that minimize an H sub(2) performance criterion subject to an H sub( infinity ) performance bound as well as multiple va...

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Bibliographic Details
Published in:American Control Conference, 1992 1992, 1992-01, Vol.ol. 2, p.1368
Main Authors: Bambang, Riyanto T, Shimemura, E, Uchida, K
Format: Article
Language:English
Online Access:Get full text
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Summary:In this paper dual problems, which we shall call output and input variance constrained H sub(2)/H sub( infinity ) controls, are considered. In these problems, we seek control-laws that minimize an H sub(2) performance criterion subject to an H sub( infinity ) performance bound as well as multiple variance constraints on either outputs or inputs of time-invariant multivariable systems. Based on the investigation of Kuhn Tucker optimality conditions to the equivalent optimization problems, first order necessary conditions are obtained for a regular point that minimizes an upper bound on quadratic performance subject to H sub( infinity )-norm and variance inequality constraints. Second-order necessary and sufficient conditions for the optimization problems are investigated and efficient algorithms for synthesizing the controllers are proposed.