Worst-Case Design of Optimal Controllers Over a Finite Horizon
Final rept. Sep-Dec 1990
NAVAL AIR DEVELOPMENT CENTER WARMINSTER PA AIR VEHICLE AND CREW SYSTEMS TECHNOLOGY DEPT
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A worst-case optimal control problem is posed and solved making use of a minimax formulation. The emphasis is on the synthesis of optimal controllers whereas the usual H infinity methods give conditions for the synthesis of suboptimal ones. The solution for the nonzero initial condition case is expressed as a state feedback controller. Two dynamic Riccati equations need to be solved to synthesize the optimal controller in this case. Also formulas giving the variation in performance in terms of parameter variations are derived.
- Operations Research