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H_∞ optimal control as weighted Weiner-Hopf optimization

Sideris, Athanasios and Kavranoglu, Davut (1987) H_∞ optimal control as weighted Weiner-Hopf optimization. In: 26th IEEE Conference on Decision and Control. IEEE , Piscataway, NJ, pp. 906-910.

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It is shown that SISO H_∞ optimal control problems are equivalent to a weighted Wiener-Hopf optimization problem. The optimal weight in this case is explicitly computed as the maximum magnitude Hankel singular vector of the system that is approximated. An interpretation of this result is discussed.

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Additional Information:© 1987 IEEE.
Record Number:CaltechAUTHORS:20170713-132809351
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Official Citation:A. Sideris and D. Kavranoglu, "H∞ optimal control as weighted Weiner-Hopf optimization," 26th IEEE Conference on Decision and Control, Los Angeles, California, USA, 1987, pp. 906-910. doi: 10.1109/CDC.1987.272524
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:79088
Deposited On:13 Jul 2017 20:32
Last Modified:15 Nov 2021 17:45

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