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Laguerre Bases for Youla-Parametrized Optimal-Controller Design: Numerical Issues and Solutions

Kjellqvist, Olle (2018)
Department of Automatic Control
Abstract
This thesis concerns the evaluation of cost functionals on H2 when designing optimal controllers using finite Youla parameterizations and convex optimization. We propose to compute inner products of stable, strictly proper systems via solving Sylvester equations. The properties of different state space realizations of Laguerre filters, when performing Ritz expansions of the optimal controller are discussed, and a closed form expression of the output orthogonal realization is presented. An algorithm to exploit Toeplitz substructure when solving Lyapunov equations is discussed, and a method to extend SISO results to MIMO systems using the vectorization operator is proposed. Finally the methods are evaluated on example systems from the... (More)
This thesis concerns the evaluation of cost functionals on H2 when designing optimal controllers using finite Youla parameterizations and convex optimization. We propose to compute inner products of stable, strictly proper systems via solving Sylvester equations. The properties of different state space realizations of Laguerre filters, when performing Ritz expansions of the optimal controller are discussed, and a closed form expression of the output orthogonal realization is presented. An algorithm to exploit Toeplitz substructure when solving Lyapunov equations is discussed, and a method to extend SISO results to MIMO systems using the vectorization operator is proposed. Finally the methods are evaluated on example systems from the industry, where it is shown that properly selecting the cutoff frequency of the filters is an important problem that should be discussed when Laguerre bases are used to parametrize the optimal controller. (Less)
Please use this url to cite or link to this publication:
author
Kjellqvist, Olle
supervisor
organization
year
type
H3 - Professional qualifications (4 Years - )
subject
report number
TFRT-6061
ISSN
0280-5316
language
English
id
8953453
date added to LUP
2018-06-29 12:19:04
date last changed
2022-08-18 08:54:29
@misc{8953453,
  abstract     = {{This thesis concerns the evaluation of cost functionals on H2 when designing optimal controllers using finite Youla parameterizations and convex optimization. We propose to compute inner products of stable, strictly proper systems via solving Sylvester equations. The properties of different state space realizations of Laguerre filters, when performing Ritz expansions of the optimal controller are discussed, and a closed form expression of the output orthogonal realization is presented. An algorithm to exploit Toeplitz substructure when solving Lyapunov equations is discussed, and a method to extend SISO results to MIMO systems using the vectorization operator is proposed. Finally the methods are evaluated on example systems from the industry, where it is shown that properly selecting the cutoff frequency of the filters is an important problem that should be discussed when Laguerre bases are used to parametrize the optimal controller.}},
  author       = {{Kjellqvist, Olle}},
  issn         = {{0280-5316}},
  language     = {{eng}},
  note         = {{Student Paper}},
  title        = {{Laguerre Bases for Youla-Parametrized Optimal-Controller Design: Numerical Issues and Solutions}},
  year         = {{2018}},
}