Optimization problem related to output feedback

2 vues (au cours des 30 derniers jours)
Kamal Bera
Kamal Bera le 19 Avr 2017
I have the following optimization problem related to output feedback (in control theory)
Minimize the Cost J=0.5*trace(P*X) % X=eye(16)
with below three equations
Ac'*P+P*Ac+C'*K'*R*K*C+Q=0 ---(1) % can be solved for P as, P = lyap(Ac',C1); with C1 = C'*K'*R*K*C + Q;
Ac*S+S*Ac'+X=0 ---(2) % can be solved for S as, S = lyap(Ac,X);
gradient, dJ/dK=R*K*C*S*C'-B'*P*S*C' ---(3)
Ac=A-B*K*C; A, B, C, Q, R are input matrices.
Now I am writing the description given in Book ( Optimal Control by Lewis and Syrmos,2nd Ed, page-366) to solve this problem: “A second approach for computing K is to use a gradient-based routine found in MATLAB (Optimization Toolbox). This routine would use all of the design equations (i.e. Eqs 1, 2, 3). For a given value of K, it would solve the two Lyapunov equations (Eqs 1, 2).Third design equation gives the gradient of J with respect to K, which would be used by the routine to update the value of K”. I am attaching all the input matrices (open ABCQR.mat, you will get 5 matrices) along with starting value of K. Please help me to solve this problem.

Réponses (0)

Catégories

En savoir plus sur Robust Control Toolbox dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by