A linear matrix inequality solution to the output covariance constraint control problem

Andrew White, Guoming Zhu, Jongeun Choi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)

Abstract

In this paper, the output covariance constraint (OCC) control problem is cast as a convex optimization with linear matrix inequality (LMI) constraints. The OCC control problem is an optimal control problem that is concerned with minimizing control effort subject to multiple performance constraints on output covariance matrices. The contribution of this paper is the characterization of the control synthesis LMIs used to solve the OCC control problem. To demonstrate the effectiveness of the proposed approach a numerical example is solved with the control synthesis LMIs. The LMI solutions are then compared to results obtained when using the original iterative OCC algorithm. Both discrete and continuous-time problems are considered.

Original languageEnglish
Title of host publicationASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012
Pages163-169
Number of pages7
DOIs
Publication statusPublished - 2012 Dec 1
EventASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012 - Fort Lauderdale, FL, United States
Duration: 2012 Oct 172012 Oct 19

Publication series

NameASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012
Volume3

Other

OtherASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012
CountryUnited States
CityFort Lauderdale, FL
Period12/10/1712/10/19

Fingerprint

Linear matrix inequalities
Convex optimization
Covariance matrix

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering

Cite this

White, A., Zhu, G., & Choi, J. (2012). A linear matrix inequality solution to the output covariance constraint control problem. In ASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012 (pp. 163-169). (ASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012; Vol. 3). https://doi.org/10.1115/DSCC2012-MOVIC2012-8799
White, Andrew ; Zhu, Guoming ; Choi, Jongeun. / A linear matrix inequality solution to the output covariance constraint control problem. ASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012. 2012. pp. 163-169 (ASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012).
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abstract = "In this paper, the output covariance constraint (OCC) control problem is cast as a convex optimization with linear matrix inequality (LMI) constraints. The OCC control problem is an optimal control problem that is concerned with minimizing control effort subject to multiple performance constraints on output covariance matrices. The contribution of this paper is the characterization of the control synthesis LMIs used to solve the OCC control problem. To demonstrate the effectiveness of the proposed approach a numerical example is solved with the control synthesis LMIs. The LMI solutions are then compared to results obtained when using the original iterative OCC algorithm. Both discrete and continuous-time problems are considered.",
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White, A, Zhu, G & Choi, J 2012, A linear matrix inequality solution to the output covariance constraint control problem. in ASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012. ASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012, vol. 3, pp. 163-169, ASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012, Fort Lauderdale, FL, United States, 12/10/17. https://doi.org/10.1115/DSCC2012-MOVIC2012-8799

A linear matrix inequality solution to the output covariance constraint control problem. / White, Andrew; Zhu, Guoming; Choi, Jongeun.

ASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012. 2012. p. 163-169 (ASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012; Vol. 3).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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AB - In this paper, the output covariance constraint (OCC) control problem is cast as a convex optimization with linear matrix inequality (LMI) constraints. The OCC control problem is an optimal control problem that is concerned with minimizing control effort subject to multiple performance constraints on output covariance matrices. The contribution of this paper is the characterization of the control synthesis LMIs used to solve the OCC control problem. To demonstrate the effectiveness of the proposed approach a numerical example is solved with the control synthesis LMIs. The LMI solutions are then compared to results obtained when using the original iterative OCC algorithm. Both discrete and continuous-time problems are considered.

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White A, Zhu G, Choi J. A linear matrix inequality solution to the output covariance constraint control problem. In ASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012. 2012. p. 163-169. (ASME 2012 5th Annual Dynamic Systems and Control Conference Joint with the JSME 2012 11th Motion and Vibration Conference, DSCC 2012-MOVIC 2012). https://doi.org/10.1115/DSCC2012-MOVIC2012-8799