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    Mixed H2 /H∞ Optimization: A BMI Solution

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    No. of downloads: 383

    Date
    1996
    Author
    Yen, S.D.
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    Abstract
    The mixed H2 /H∞ problem arises as one means to achieve robust good performance for a controlled linear time-invariant system. The idea is to achieve H2 optimal performance subject to an H∞ bound as robustness. It has been difficult to find good algorithms for solving this problem. In this study the problem was transformed into a bilinear matrix inequality problem (BMI). Solving the BMI by the method of centers was shown to be complicated by discontinuities resulting from the unobservability of the closed-loop system. Transforming the BMI problem into a lattice of BMI subproblems makes it possible to avoid the discontinuity and solve the original problem. A robust flight control system for the F-14 is included as an example of the algorithm.
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    http://hdl.handle.net/1903/5818
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    • Institute for Systems Research Technical Reports

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