MIXED I2/I1 CONTROL FOR DISCRETE-TIME SYSTEMS
VIA LAGRANGE MULTIPLIER THEORY
Institute of Industrial Process Control, Yuquan Campus of Zhejiang University,Hangzhou, 310027, China
Abstract: The dual formulation of the discrete-time mixed l2/l1 control design problem was achieved by using the duality theory of Lagrange multipliers. For some special dual mixed l2/l1 problems, an approximation method for the optimal value is introduced. A suboptimal value of the infinite-dimensional dual problem can be obtained by solving a sequence of truncated problems. The convergence property of the solution scheme is investigated. This paper gives a low approximation method for the primal problem.
Key words: mixed l2/l1 control, approximate analysis, lagrange multiplier theory