TY - JOUR

T1 - Efficient spectral approach to SISO problems of H2-optimal synthesis

AU - Veremey, E.I.

PY - 2015

Y1 - 2015

N2 - © 2015 Evgeny I. Veremey.The paper is devoted to H2-optimization problem for linear time invariant (LTI) systems with scalar control, external disturbance and measurement noise. This problem can be numerically solved with the help of the well-known universal approaches based on Riccati equations or LMI technique. Nevertheless, for particular cases there exists a possibility to increase a computational efficiency of the synthesis using a special spectral approach to the problem in frequency domain. Some theoretical details are discussed and numerical algorithms are proposed for practical implementation of this approach. One of its virtues is a possibility to present optimal solutions in a specific form that is convenient for investigations of the optimal system features.

AB - © 2015 Evgeny I. Veremey.The paper is devoted to H2-optimization problem for linear time invariant (LTI) systems with scalar control, external disturbance and measurement noise. This problem can be numerically solved with the help of the well-known universal approaches based on Riccati equations or LMI technique. Nevertheless, for particular cases there exists a possibility to increase a computational efficiency of the synthesis using a special spectral approach to the problem in frequency domain. Some theoretical details are discussed and numerical algorithms are proposed for practical implementation of this approach. One of its virtues is a possibility to present optimal solutions in a specific form that is convenient for investigations of the optimal system features.

U2 - 10.12988/ams.2015.54335

DO - 10.12988/ams.2015.54335

M3 - Article

SP - 3897

EP - 3909

JO - Applied Mathematical Sciences

JF - Applied Mathematical Sciences

SN - 1312-885X

IS - 77-80

ER -