CONSTRAINED H-INFINITY OPTIMAL-CONTROL OVER AN INFINITE-HORIZON

Citation
A. Sideris et H. Rotstein, CONSTRAINED H-INFINITY OPTIMAL-CONTROL OVER AN INFINITE-HORIZON, SIAM journal on control and optimization, 35(4), 1997, pp. 1244-1262
Citations number
12
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
ISSN journal
03630129
Volume
35
Issue
4
Year of publication
1997
Pages
1244 - 1262
Database
ISI
SICI code
0363-0129(1997)35:4<1244:CHOOAI>2.0.ZU;2-K
Abstract
It has been recently shown in [Automatica J. IFAC, 29 (1993), pp. 969- 983; IEEE Trans. Automat. Control, 39 (1994), pp. 762-779] that time-d omain constraints can be incorporated explicitly into H-infinity, opti mal control problems over a finite horizon. In this paper, we construc t a sequence of such finite-horizon constrained H-infinity optimizatio n problems and show that their solutions converge to the solution of t he infinite-horizon H-infinity optimization. We prove that convergence is uniform in the H-infinity norm and that the optimal solution to th e infinite-horizon problem is unique.