The mixed l1/H2 optimization problem for MIMO (multiple input-multiple output) discrete-time systems is considered. This problem is formulated as minimizing the l1-norm of a closed-loop transfer matrix while maintaini...The mixed l1/H2 optimization problem for MIMO (multiple input-multiple output) discrete-time systems is considered. This problem is formulated as minimizing the l1-norm of a closed-loop transfer matrix while maintaining the H2-norm of another closed-loop transfer matrix at prescribed level. The continuity property of the optimal value in respect to changes in the H2-norm constraint is studied. The existence of the optimal solutions of mixed l1/H2 problem is proved. Because the solution of the mixed l1/H2 problem is based on the scaled-Q method, it avoids the zero interpolation difficulties. The convergent upper and lower bounds can be obtained by solving a sequence of finite dimensional nonlinear programming for which many efficient numerical optimization algorithms exist.展开更多
The general discrete-time Single-Input Single-Output （SISO） mixed H2/l1 control problem is considered in this paper. It is found that the existing results of duality theory cannot be directly applied to this infinit...The general discrete-time Single-Input Single-Output （SISO） mixed H2/l1 control problem is considered in this paper. It is found that the existing results of duality theory cannot be directly applied to this infinite dimension optimisation problem. By means of two finite dimension approximate problems, to which duality theory can be applied, the dual of the mixed H2/l1 control problem is verified to be the limit of the duals of these two approximate problems.展开更多
基金This project was supported by the National Nature Science Foundation of China (60374009)Nature Science Foundation of Guangdong Province of China (990795).
文摘The mixed l1/H2 optimization problem for MIMO (multiple input-multiple output) discrete-time systems is considered. This problem is formulated as minimizing the l1-norm of a closed-loop transfer matrix while maintaining the H2-norm of another closed-loop transfer matrix at prescribed level. The continuity property of the optimal value in respect to changes in the H2-norm constraint is studied. The existence of the optimal solutions of mixed l1/H2 problem is proved. Because the solution of the mixed l1/H2 problem is based on the scaled-Q method, it avoids the zero interpolation difficulties. The convergent upper and lower bounds can be obtained by solving a sequence of finite dimensional nonlinear programming for which many efficient numerical optimization algorithms exist.
基金This work is supported by the National Natural Science Foundation of China (No.60374002 and No.60421002) the 973 program of China (No.2002CB312200) and the program for New Century Excellent Talents in University (No.NCET-04-0547).
文摘The general discrete-time Single-Input Single-Output （SISO） mixed H2/l1 control problem is considered in this paper. It is found that the existing results of duality theory cannot be directly applied to this infinite dimension optimisation problem. By means of two finite dimension approximate problems, to which duality theory can be applied, the dual of the mixed H2/l1 control problem is verified to be the limit of the duals of these two approximate problems.
