勾配法によるH_∞静的出力フィードバックゲインの数値最適化

抄録

In this paper, a numerical optimization method of static output feedback gain for the H_∞ control problem is presented. This is a descent method that gives a monotonically nonincreasing sequence of the H_∞ performance index starting from a stabilizing gain. A feasible direction is calculated using an inner point of a linear matrix inequality derived from the bilinear matrix inequality with respect to the feedback gain and the Lyapunov matrix. A stabilizing problem can be also treated similarly.