This article is cited in 4 papers

Stochastic Systems

Normalized problem of anisotropy-based stochastic $\mathcal H_\infty$ optimization for closed-loop system order reduction by balanced truncation

M. M. Chaikovskii, A. P. Kurdyukov

Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia

Abstract: This paper addresses the normalized problem of anisotropy-based stochastic $\mathcal H_\infty$ optimization for a linear discrete time-invariant system. The problem includes the problem of linear-quadratic Gaussian controller design and $\mathcal H_\infty$ optimization problem as limiting particular cases. It is shown that the order of a cross-coupled nonlinear algebraic equation system defining the optimal controller realization matrices can be reduced. This equation system can be partially decoupled that results in its simplification.

Presented by the member of Editorial Board: A. V. Nazin

Received: 04.06.2009

 English version: Automation and Remote Control, 2010, 71:5, 776–789

Bibliographic databases:

• 
• 
• 
•