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Numerical method for weights adjustment in minimax multi‐model LQ‐control |
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| Authors: | Alexander Poznyak Francisco Javier Bejarano Leonid Fridman |
| Affiliation: | 1. CINVESTAV‐IPN, Departamento de Control Automático, A.P. 14‐740, CP 07000, México, D.F., Mexico;2. CINVESTAV‐IPN, Departamento de Control Automático, A.P. 14‐740, CP 07000, México, D.F., MexicoCINVESTAV‐IPN, Departamento de Control Automático, A.P. 14‐740, CP 07000, México, D.F., Mexico===;3. Facultad de Ingenieria, National Autonomous University of Mexico, DEP‐FI, UNAM, A.P. 70‐256, CP 04510, México, D.F., Mexico |
| Abstract: | The minimax linear quadratic problem, where ‘max’ is taken over a finite set of indices (models) and ‘min’ is taken over the set of admissible controls, is considered. The solution is obtained by the robust optimal control application. The control turns out to be a linear combination of the controls optimal for each individual model. This paper develops a numerical method for the optimal weights adjustment. An example shows a quick convergence of the proposed procedure. Copyright © 2007 John Wiley & Sons, Ltd. |
| Keywords: | minimax control linear quadratic problem numerical methods |