On General Multiple Linear-Quadratic Control Problems
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 1722-1727 |
| Journal / Publication | IEEE Transactions on Automatic Control |
| Volume | 38 |
| Issue number | 11 |
| Publication status | Published - Nov 1993 |
| Externally published | Yes |
Link(s)
Abstract
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.
Citation Format(s)
On General Multiple Linear-Quadratic Control Problems. / Li, Duan.
In: IEEE Transactions on Automatic Control, Vol. 38, No. 11, 11.1993, p. 1722-1727.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
