A procedure for computing a satisfactory non-inferior solution to a multiobjective LQG control problem is given. An efficient computational algorithm is developed by exploiting the structure of the LQG problem. The proposed multiobjective optimization procedure is based on a sequence of constrained min-max control problems, which are efficiently solved by applying Newton's method to an associated dual maximization problem.


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    Title :

    Computer-aided design procedure for multiobjective LQG control problems


    Additional title:

    Rechnerunterstuetzte Entwurfsverfahren fuer Mehrzweck-LQG-Regelungsprobleme


    Contributors:

    Published in:

    Publication date :

    1989


    Size :

    12 Seiten, 1 Tabelle, 28 Quellen


    Type of media :

    Article (Journal)


    Type of material :

    Print


    Language :

    English




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