Title
Upper bounds on the best achievable performance for time-weighted cost functionals
Abstract
This paper focuses on the optimal control of LTI plants when a time-weighted performance measure is employed. Drawing on basic properties of indefinite inner product spaces, we derive an algorithm that iteratively refines an upper bound on the best achievable performance. Each step of the algorithm consist in solving a set of (non-coupled) Lyapunov equations and can thus be implemented using standard software. Expressions for the LTI controllers that attain performance levels equal to the proposed bounds are also provided.
Year
DOI
Venue
2010
10.1109/CDC.2010.5717708
Decision and Control
Keywords
Field
DocType
Lyapunov matrix equations,iterative methods,linear systems,optimal control,performance index,LTI controllers,LTI plant,Lyapunov equation,linear time invariant system,optimal control,time weighted cost functional,optimal control,performance bounds,time-weighted index
Lyapunov function,Mathematical optimization,Optimal control,Linear system,Expression (mathematics),Upper and lower bounds,Iterative method,Control theory,Inner product space,Transfer function,Mathematics
Conference
ISSN
ISBN
Citations 
0743-1546
978-1-4244-7745-6
0
PageRank 
References 
Authors
0.34
7
2
Name
Order
Citations
PageRank
Eduardo I. Silva119717.48
Diego S. Carrasco200.34