A search algorithm for a class of optimal finite-precision controller realization problems with saddle points


Wu, J., Chen, S., Li, G. and Chu, J. (2005) A search algorithm for a class of optimal finite-precision controller realization problems with saddle points. SIAM Journal on Control and Optimization, 44, (5), 1787-1810.

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Description/Abstract

With game theory, we review the optimal digital controller realization problems that maximize a finite word length (FWL) closed-loop stability measure. For a large class of these optimal FWL controller realization problems which have saddle points, a minimax-based search algorithm is derived for finding a global optimal solution. The algorithm consists of two stages. In the first stage, the closed form of a transformation set is constructed which contains global optimal solutions. In the second stage, a subgradient approach searches this transformation set to obtain a global optimal solution. This algorithm does not suffer from the usual drawbacks associated with using direct numerical optimization methods to tackle these FWL realization problems. Furthermore, for a small class of optimal FWL controller realization problems which have no saddle point, the proposed algorithm also provides useful information to help solve them.

Item Type: Article
ISSNs: 0363-0129
Divisions: Faculty of Physical Sciences and Engineering > Electronics and Computer Science > Comms, Signal Processing & Control
ePrint ID: 261581
Date Deposited: 24 Nov 2005
Last Modified: 27 Mar 2014 20:04
Publisher: SIAM
Further Information:Google Scholar
ISI Citation Count:2
URI: http://eprints.soton.ac.uk/id/eprint/261581

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