H. Rotstein et A. Sideris, ETA-INFINITY-CONTROL WITH TIME-DOMAIN CONSTRAINTS - THE INFINITE-HORIZON CASE, Systems & control letters, 24(4), 1995, pp. 251-258
Citations number
11
Categorie Soggetti
Controlo Theory & Cybernetics","System Science","Operatione Research & Management Science
It has been shown recently that time domain constraints can be incorpo
rated into H(infinity)-optimal control problems when the constraints a
re enforced over a finite horizon, i.e. over a finite number of sample
instants. This is done in (Sideris and Rotstein, 1993; Rotstein and S
ideris, to appear) where the finite horizon problem is reduced into a
finite dimensional, convex, but generically nondifferentiable optimiza
tion program. In this paper, the infinite horizon case is addressed. I
t is shown that when the horizon length goes to infinity, the solution
s to the finite horizon problems converge to a solution of the infinit
e horizon problem. Moreover, a simple modification of the finite horiz
on problems guarantees convergence to a solution that is easily approx
imated by a finite dimensional transfer function.