TY - JOUR
T1 - On General Multiple Linear-Quadratic Control Problems
AU - Li, Duan
PY - 1993/11
Y1 - 1993/11
N2 - General multiple linear-quadratic control problems are studied, where the overall objective is a nonlinear function of multiple quadratic performance indices. A multilevel solution procedure is proposed to obtain an analytical linear control law for this nonseparable control problem. The auxiliary Lagrangian problem formulated of the lower level is of a parametric linear-quadratic structure, in which the weighting vector is adjusted by the upper level until a derived optimal condition is met.
AB - General multiple linear-quadratic control problems are studied, where the overall objective is a nonlinear function of multiple quadratic performance indices. A multilevel solution procedure is proposed to obtain an analytical linear control law for this nonseparable control problem. The auxiliary Lagrangian problem formulated of the lower level is of a parametric linear-quadratic structure, in which the weighting vector is adjusted by the upper level until a derived optimal condition is met.
UR - http://www.scopus.com/inward/record.url?scp=0027696461&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0027696461&origin=recordpage
U2 - 10.1109/9.262049
DO - 10.1109/9.262049
M3 - 21_Publication in refereed journal
VL - 38
SP - 1722
EP - 1727
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
SN - 0018-9286
IS - 11
ER -