LQ最適制御に対する静的出力フィードバックゲインの数値計算

抄録

In this paper, a computational method for a constant output feedback gain that locally minimizes a linear quadratic performance index is proposed. First, a state feedback gain which is close to a solution is searched for by minimizing a modified LQ performance index starting from any stabilizing state feedback gain. Then, the solution is obtained from the state feedback gain by using second order polynomial approximation of the solution that satisfies a necessary condition for optimality.