H2 Optimal Control
In this chapter we begin our study of optimal synthesis and in particular will derive controllers that optimize the H 2 performance criterion. We will start by defining the synthesis problem to be solved, and will then provide a number of motivating interpretations. Following this, we will develop some new matrix tools for the task at hand, before proceeding to solve this optimal control problem.
Unable to display preview. Download preview PDF.
Notes and references
- B. D. O. Anderson and J. B. Moore. Optimal Control: Linear Quadratic Methods. Prentice Hall, 1990.Google Scholar
- R.W. Brockett. Finite Dimensional Linear Systems. Wiley, 1970.Google Scholar
- E. Feron, V. Balakrishnan, S. Boyd, and L. El Ghaoui. Numerical methods for H2 related problems. In Proc. American Control Conference, 1992.Google Scholar
- H. Kwakernaak and R. Sivan. Linear Optimal Control Systems. WileyInterscience, 1972.Google Scholar
- P. Lancaster and L. Rodman. Algebraic Riccati Equations. Clarendon Press, 1995.Google Scholar