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Unified Gradient Approach to Performance Optimization Under a Pole Assignment Constraint

Author

Listed:
  • T. S. Hu

    (University of Virginia)

  • Z. L. Lin

    (University of Virginia)

  • J. Lam

    (University of Hong Kong)

Abstract

General closed-loop performance optimization problems with pole assignment constraint are considered in this paper under a unified framework. By introducing a free-parameter matrix and a matrix function based on the solution of a Sylvester equation, the constrained optimization problem is transformed into an unconstrained one, thus reducing the problem of closed-loop performance optimization with pole placement constraint to the computation of the gradient of the performance index with respect to the free-parameter matrix. Several classical performance indices are then optimized under the pole placement constraint. The effectiveness of the proposed gradient method is illustrated with an example.

Suggested Citation

  • T. S. Hu & Z. L. Lin & J. Lam, 2004. "Unified Gradient Approach to Performance Optimization Under a Pole Assignment Constraint," Journal of Optimization Theory and Applications, Springer, vol. 121(2), pages 361-383, May.
  • Handle: RePEc:spr:joptap:v:121:y:2004:i:2:d:10.1023_b:jota.0000037409.86566.f9
    DOI: 10.1023/B:JOTA.0000037409.86566.f9
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    Cited by:

    1. T. C. Kuo & Y. J. Huang & C. Y. Chen & P. C. Wu & B. W. Hong, 2013. "Robust Pole Placement in a Specified Trapezoid Region for Flexible Manipulators," Journal of Optimization Theory and Applications, Springer, vol. 159(2), pages 507-517, November.

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