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Study on H_2/H_* Optimal Control Using Descriptor Riccati Equation

Research Project

Project/Area Number 04650372
Research Category

Grant-in-Aid for General Scientific Research (C)

Allocation TypeSingle-year Grants
Research Field 計測・制御工学
Research InstitutionKYOTO UNIVERSITY

Principal Investigator

KATAYAMA Tohru  Kyoto University, Faculty of Engineering, Professor, 工学部, 教授 (40026175)

Co-Investigator(Kenkyū-buntansha) TAKABA Kiyotsugu  Kyoto University, Faculty of Engineering, Research Associate, 工学部, 助手 (30236343)
SAKAI Hideaki  Kyoto University, Faculty of Engineering, Associate Professor, 工学部, 助教授 (70093862)
Project Period (FY) 1992 – 1993
Project Status Completed (Fiscal Year 1993)
Budget Amount *help
¥2,000,000 (Direct Cost: ¥2,000,000)
Fiscal Year 1993: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 1992: ¥1,200,000 (Direct Cost: ¥1,200,000)
KeywordsLinear System Theory / Descriptor system / LQ Regulator / Riccati Equation / Spectral Factorization / J-Spectral Factorization / H_* Control
Research Abstract

This research is concerned with the H_2/H_* optimal control and filtering problems for a descriptor system. The following are the results obtained for the past two years.
1. For a discrete-time descriptor system, we have developed a new algorithm for solving the H_2 control problem and a related spectral factorization. We have derived a numerical method for computing optimal controls and spectral factors based on the generalized eigenproblem (GEP) approach.
2. Extending the above result, we also developed a (J, J')-spectral factorization algorithm for a discrete-time descriptor system.
3. For a continuous-time descriptor system, we have presented a new generalized Riccati equation to solve the LQ regulator problem. A numerical algorithm is also developed based on the GEP.
4. We have developed spectral and J-spectral factorization algorithms for a continuous-time descriptor systems.
5. Based on the J-spectral factorization and a Youla parametrization for descriptor systems, we have developed a solution method for H_* control for continuous-time descriptor systems. At present, we are still extensively studying H_* control problem along this line.
6. Applying model matching technique, the parametrization of all stable unbiased H_* estimators is derived. Also, we have presented a design method of full-order estimator under the weighted H_* error performance. Although the results for H_* estimators are obtained for state-space models, we will be able to extend these results to the H_* estimation for descriptor systems.

Report

(3 results)
  • 1993 Annual Research Report   Final Research Report Summary
  • 1992 Annual Research Report
  • Research Products

    (23 results)

All Other

All Publications (23 results)

  • [Publications] T.Katayama: "A simple State Space Approach to Spectral Factorization for Discrete-Time System" Control-Theory and Advance Technology. 8. 647-657 (1992)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] T.Katayama: "Generalized Riccati Equation and Spectral Factorization for Discrete-Time Descriptor System" Proceedings of 2nd IFAC Workshop on System Structure and Control,Prague,September 1992. 56-59 (1992)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] 鷹羽浄嗣: "ゲーム論的アプローチによる離散時間H_∞フィルタについて" 計測自動制御学会論文集. 28. 1289-1296 (1992)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] T.Katayama: "An Approach to Factorization of Spectral Matrix for Discrete-Time Descriptor System" Proceedings of 12th IFAC World Congress. 2. 193-196 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] 鷹羽浄嗣: "重みつきH_∞誤差規範に基づく同一次元推定器の設計" 計測自動制御学会論文集. 29. 1427-1433 (1993)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] T.Katayama: "A Spectral Factorization Algorithm for Discrete-Time Descriptor System via Generalized Eigenproblem" Linear Algebra & its Applications. (to appear). (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] T.Katayama: "A Simple State-Space Approach to Spectral Factorization for Discrete-time System" C-TAT. Vol.8, no.3. 647-657 (1992)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] T.Katayama: "Generalized Riccati Equation and Spectral Factorization for Discrete-Time Descriptor System" Proc.2nd IFAC Workshop on System Structure and Control. 56-59 (1992)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] T.Katayama: "Linear Quadratic Regulator and Spectral Factorization for Continuous-Time Descriptor System" Proc.31st IEEE Conference on Decision & Control. 967-972 (1992)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] T.Katayama: "An Approach to Factorization of Spectral Matrix for Discrete-Time Descriptor System" Proc.12th IFAC World Congress. vol.II. 193-196 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] K.Takaba: "Parametrization of All Stable Unbiased H_* Estimators Based on Model Matching" Memoirs of Faculty of Engineering, Kyoto Univ.vol.55, no.4. 155-170 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] T.Katayama: "On the J-Spectral Factorization Using Descriptor Transfer Matrices" Proc.32nd IEEE Conference on Decision & Control. 3304-3305 (1993)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] T.Katayama: "A Spectral Factorizatioon Algorithm for Discrete-Time Descriptor System via Generealized Eigenproblem" Linenar Algebra & its Applications. (to appear May 1994).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] K.Takaba: "A Generalized Lyapunov Theorem for Descriptor System" Systems & Control Letters. (to appear 1994).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1993 Final Research Report Summary
  • [Publications] 鷹羽浄嗣: "重みつきH_∞誤差規範に基づく同一次元推定器の設計" 計測自動制御学会論文集. 29. 1427-1433 (1993)

    • Related Report
      1993 Annual Research Report
  • [Publications] T.Katayama: "A Spectral Factorization Algorithm for Discrete-Time Descriptor System via Generalized Eigenproblem" Linear Algebra & its Applications(to appear May1994).

    • Related Report
      1993 Annual Research Report
  • [Publications] T.Katayama: "An Approach to Factorization of Spectral Matrix for Discrete-Time Descriptor System" Proceedings of 12th IFAC World Congress. 2. 193-196 (1993)

    • Related Report
      1993 Annual Research Report
  • [Publications] T.Katayama: "On the J-Spectral Factorization Using Descriptor Transfer Matrices" Proceedings of 32th IEEE Conference on Decision & Control. 3304-3305 (1993)

    • Related Report
      1993 Annual Research Report
  • [Publications] T.Katayama: "A Simple State-Space Approach to Spectral Factorization for Discrete-Time System" Control-Theory and Advanced Technology. 8. 647-657 (1992)

    • Related Report
      1992 Annual Research Report
  • [Publications] T.Katayama: "Generalized Riccati Equation and Spectral Factorization for Discrete-Time Descriptor System" Proceedings of 2nd IFAC Workshop on System Structure and Control,Prague,September 1992. 56-59 (1992)

    • Related Report
      1992 Annual Research Report
  • [Publications] T.Katayama: "Linear Quadratic Regulator and Spectral Factorization for Continuous-Time Descriptor Systems" Proceedings of 31st IEEE Conference on Decision and Control,Tuscon,AZ,Dec.1992. 967-971 (1992)

    • Related Report
      1992 Annual Research Report
  • [Publications] 片山 徹: "離散時間ディスクリプタシステムの線形レギュレータ問題に対する数値解" 計測自動制御学会論文集. 28. 1498-1500 (1992)

    • Related Report
      1992 Annual Research Report
  • [Publications] 鷹羽 浄嗣: "ゲーム論的アプローチにより離散時間H_∞フィルタについて" 計測自動制御学会論文集. 28. 1289-1296 (1992)

    • Related Report
      1992 Annual Research Report

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Published: 1992-04-01   Modified: 2016-04-21  

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