Riccati Differential Inequalities: Suboptimal H-infinity Controllers for Finite Horizon Time Varying Systems.
Lall S. and Glover K.
Proceedings of the IEEE CDC, 1995Abstract
In this paper we give a direct derivation of the solution to the continuous time finite horizon H-infinity synthesis problem. An explicit separation of the time domain cost function into past and future pieces is used. Perturbations are made to these pieces which lead to a solution in terms of Riccati differential inequalities, and demonstrate the correspondence between the inequalities and the cost function halves.
Pre-Prints
[PS]
BibTex Entry
- @InProceedings{,
- author = {Lall S. and Glover K.},
- title = {Riccati Differential Inequalities: Suboptimal H-infinity Controllers for Finite Horizon Time Varying Systems. },
- booktitle = {Proceedings of the IEEE CDC},
- year = {1995}
- }
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