在降阶H∞控制下求解BMI的非凸谱算法

Ye Shi, Hoang Duong Tuan, Steven W. Su
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引用次数: 0

摘要

降阶H∞控制的设计可以转化为一个具有双线性矩阵不等式(BMI)约束的优化问题,这是一个np困难问题。我们提出了一种将BMI约束等效地转换为凸LMI约束加矩阵秩约束的方法。用一组半定规划(SDP)问题迭代求解矩阵秩约束下的优化问题。在多个基准系统上的仿真结果表明了该算法的实用性和有效性。
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Nonconvex spectral algorithm for solving BMI on the reduced order H∞ control
The design of reduced-order H∞ control can be transformed into an optimization problem with bilinear matrix inequality (BMI) constraints, which is an NP-hard problem. We propose a method to equivalently transfer the BMI constraint into a convex LMI constraint plus a matrix-rank constraint. The optimization with matrix-rank constraint is iteratively solved by a sequence of semidefinite programming (SDP) problems. Simulations on several benchmark systems show that our algorithm is practical and efficient.
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