Abstract
In this chapter, we consider a system consisting of an uncertain controlled linear time-invariant differential equation and a linear time-invariant output algebraic equation. For this system, an infinite-horizon \(H_{\infty }\) problem is studied in the case where the rank of the coefficients’ matrix for the control in the output equation is smaller than the Euclidean dimension of this control. In this case, the solvability conditions, based on the game-theoretic matrix Riccati algebraic equation, are not applicable to the solution of the considered \(H_{\infty }\) problem meaning its singularity. To solve this \(H_{\infty }\) problem, a regularization method is proposed. Namely, the original problem is replaced approximately with a regular infinite-horizon \(H_{\infty }\) problem depending on a small positive parameter. Thus, the first-order solvability conditions are applicable to this new problem. Asymptotic analysis (with respect to the small parameter) of the Riccati matrix algebraic equation, arising in these conditions, yields a controller solving the original singular \(H_{\infty }\) problem. Properties of this controller are studied.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Similar content being viewed by others
References
Gajic, Z., Qureshi, M.T.J.: Lyapunov Matrix Equation in System Stability and Control. Dover Publications, Mineola, NY, USA (2008)
Glizer, V.Y.: Blockwise estimate of the fundamental matrix of linear singularly perturbed differential systems with small delay and its application to uniform asymptotic solution. J. Math. Anal. Appl. 278, 409–433 (2003)
Glizer, V.Y.: \(H_{\infty }\) cheap control for a class of linear systems with state delays. J. Nonlinear Convex Anal. 10, 235–259 (2009)
Glizer, V.Y.: Solution of a singular \(H_{\infty }\) control problem for linear systems with state delays. Proc. 2013 European Control Conference, pp. 2843–2848, Zurich, Switzerland (2013)
Glizer, V.Y., Kelis, O.: Solution of a singular \(H_{\infty }\) control problem: a regularization approach. In: Proceedings of the 14th International Conference on Informatics in Control, Automation and Robotics, pp. 25–36. Madrid, Spain (2017)
Hampton, R.D., Knospe, C.R., Townsend, M.A.: A Practical solution to the deterministic nonhomogeneous LQR problem. J. Dyn. Syst. Meas. Control 118, 354–360 (1996)
Petersen, I.R.: Disturbance attenuation and \(H_{\infty }\) optimization: a design method based on the algebraic Riccati equation. IEEE Trans. Automat. Control 32, 427–429 (1987)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2022 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this chapter
Cite this chapter
Glizer, V.Y., Kelis, O. (2022). Singular Infinite-Horizon \(H_{\infty }\) Problem. In: Singular Linear-Quadratic Zero-Sum Differential Games and H∞ Control Problems . Static & Dynamic Game Theory: Foundations & Applications. Birkhäuser, Cham. https://doi.org/10.1007/978-3-031-07051-8_7
Download citation
DOI: https://doi.org/10.1007/978-3-031-07051-8_7
Published:
Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-031-07050-1
Online ISBN: 978-3-031-07051-8
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)