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Unified Gradient Approach to Performance Optimization Under a Pole Assignment Constraint

T. S. Hu, Z. L. Lin and J. Lam
Additional contact information
T. S. Hu: University of Virginia
Z. L. Lin: University of Virginia
J. Lam: University of Hong Kong

Journal of Optimization Theory and Applications, 2004, vol. 121, issue 2, No 6, 383 pages

Abstract: Abstract General closed-loop performance optimization problems with pole assignment constraint are considered in this paper under a unified framework. By introducing a free-parameter matrix and a matrix function based on the solution of a Sylvester equation, the constrained optimization problem is transformed into an unconstrained one, thus reducing the problem of closed-loop performance optimization with pole placement constraint to the computation of the gradient of the performance index with respect to the free-parameter matrix. Several classical performance indices are then optimized under the pole placement constraint. The effectiveness of the proposed gradient method is illustrated with an example.

Keywords: Pole assignment; performance optimization; gradient method; disturbance rejection (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (1)

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DOI: 10.1023/B:JOTA.0000037409.86566.f9

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