The Ellipsoid Algorithm: A New Method for Feedback Gain Optimization

In this paper we discuss the use of an ellipsoid algorithm for the determination of output feedback gains in a linear time-invariant control system. The gains are chosen to minimize a quadratic performance criterion subject to an explicit constraint on system stability. Several numerical examples ar...

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Bibliographic Details
Published inIFAC Proceedings Volumes Vol. 18; no. 2; pp. 85 - 94
Main Authors Kupferschmid, M., Mohrmann, K., Ecker, J.G., Kaufman, H.
Format Journal Article
LanguageEnglish
Published 01.06.1985
Subjects
Gain Control
Mathematical Programming
Numerical Methods
Optimal Control
Optimization
Gain Control
Optimal Control
Mathematical Programming
Optimization
Numerical Methods
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Summary:In this paper we discuss the use of an ellipsoid algorithm for the determination of output feedback gains in a linear time-invariant control system. The gains are chosen to minimize a quadratic performance criterion subject to an explicit constraint on system stability. Several numerical examples are studied in which not all of the state variables are accessible. Comparisons are made between the ellipsoid algorithm approach and four other commonly employed methods of solution. The ellipsoid algorithm is shown to be practical, accurate, robust, and relatively insensitive to large errors in the initial estimates of the gains.
ISSN:1474-6670
DOI:10.1016/S1474-6670(17)60919-4