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Nonsmooth Optimization Method for H∞ Output Feedback Control

Author

Listed:
  • Qiong Wu

    (School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, P. R. China)

  • Jin-He Wang

    (School of Engineering, Huzhou University, Huzhou 313000, P. R. China)

  • Hong-Wei Zhang

    (School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, P. R. China)

  • Shuang Wang

    (School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, P. R. China)

  • Li-Ping Pang

    (School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, P. R. China)

Abstract

This paper proposes a nonsmooth optimization method for H∞ output feedback control problem of linear time-invariant(LTI) systems based on bundle technique. We formulate this problem as a nonconvex and nonsmooth semi-infinite constrained optimization problem by quantifying both internal stability of closed-loop system and measurement of system performance, where H∞ norm of closed-loop transfer function and a stabilization channel is used. Our method uses progress function and bundle technique to solve the resulting problem which has a composite structure. We prove the convergence to a critical point from a feasible initial point and test some benchmarks to demonstrate the effectiveness of this method.

Suggested Citation

  • Qiong Wu & Jin-He Wang & Hong-Wei Zhang & Shuang Wang & Li-Ping Pang, 2019. "Nonsmooth Optimization Method for H∞ Output Feedback Control," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 36(03), pages 1-23, June.
  • Handle: RePEc:wsi:apjorx:v:36:y:2019:i:03:n:s0217595919500155
    DOI: 10.1142/S0217595919500155
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