Stabilizing discrete finite-horizon H∞ control with guaranteed infinite norm bound

Authors:
J. Zou;Y. P. Gupta
Affiliations:
Department of Chemical Engineering, Dalhousie University, Halifax, NS, Canada;Department of Chemical Engineering, Dalhousie University, Halifax, NS, Canada
Venue:
Control and Intelligent Systems
Year:
2006

Citing 3
Cited 0

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Abstract

Stabilizing properties based on monotonic behaviour of the solution of the Riccati equation for linear quadratic gaussion (LQG) optimal control have been well studied. In this paper, these results are extended to H∞ optimal control for time-invariant discrete linear system. The authors present sufficient conditions for monotonic nondecreasing behaviour of the Riccati difference equation (RDE) associated with H∞ optimal control subject only to the terminal constraints. This allows for deriving linear time-invariant "frozen" optimal control with guaranteed infinite-horizon H∞-norm bound.