1993 Fiscal Year Final Research Report Summary
Study on H_2/H_* Optimal Control Using Descriptor Riccati Equation
Project/Area Number |
04650372
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Research Category |
Grant-in-Aid for General Scientific Research (C)
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Allocation Type | Single-year Grants |
Research Field |
計測・制御工学
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Research Institution | KYOTO UNIVERSITY |
Principal Investigator |
KATAYAMA Tohru Kyoto University, Faculty of Engineering, Professor, 工学部, 教授 (40026175)
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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
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Keywords | Linear 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.
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Research Products
(14 results)