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Principle of proportional damages in a multiple criteria LQR problem

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1 Author(s)
Shtessel, Y.B. ; Dept. of Electr. & Comput. Eng., Alabama Univ., Huntsville, AL, USA

A multiple criteria linear quadratic regulator (LQR) problem is considered. The principle of proportional damages is worked out to minimize a norm of a difference between ideal and optimal values of the vector-performance criteria, while the distribution of the losses (damages) of the performance criteria are under control. A multiple criteria LQR problem solution via principle of proportional damages is obtained as a linear form of state variables and is invariant to the norm which is minimized

Published in:

Automatic Control, IEEE Transactions on  (Volume:41 ,  Issue: 3 )