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Optimal Control and Performance Sensitivity

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Uncertain Models and Robust Control
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Abstract

This chapter is devoted to the following topics:

  1. •

    Riccati controller and Riccati matrix differential sensitivity with respect to changes in parameters, supposing that the system matrix and the input matrix depend on these parameters.

  2. •

    Differential sensitivity of an index of performance with respect to parameters contained in the system and input matrix. When I should be minimized with respect to p, the zeros of ∂I/∂p are calculated. In order to apply Newton-Raphson algorithm the second derivative ∂2 I / ∂pT∂p is determined.

  3. •

    Reducing performance sensitivity can be achieved via gradient methods, augmenting the index of performance by differential sensitivity expressions.

  4. •

    Control actions softer than optimal control are obtained when a prespecified index of performance is approached via gradient methods.

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© 1991 Springer-Verlag Wien

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Weinmann, A. (1991). Optimal Control and Performance Sensitivity. In: Uncertain Models and Robust Control. Springer, Vienna. https://doi.org/10.1007/978-3-7091-6711-3_9

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  • DOI: https://doi.org/10.1007/978-3-7091-6711-3_9

  • Publisher Name: Springer, Vienna

  • Print ISBN: 978-3-7091-7390-9

  • Online ISBN: 978-3-7091-6711-3

  • eBook Packages: Springer Book Archive

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