Author(s) :
Peter Benner
,
Ralph Byers
,
Philip Losse
,
Volker Mehrmann
,
Hongguo Xu
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 20-2010
MSC 2000
- 93B36 $^\infty$-control
-
65F15 Eigenvalues, eigenvectors
Abstract :
We present formulas for the construction of optimal H∞ controllers that can be implemented in a numerically robust way. We
base the formulas on the γ-iteration developed in [6]. The controller formulas proposed here avoid the solution of algebraic
Riccati equations with their problematic matrix inverses and matrix products. They are also applicable in the neighborhood
of the optimal γ, where the classical formulas may call for the inverse of singular or ill-conditioned matrices. The advantages
of the new formulas are demonstrated by several numerical examples.
Keywords :
H∞ control, controller design, optimal controller, CS decomposition, Lagrangian subspaces, even pencil
Notes :
Preprint submitted to Automatica