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IMA Journal of Mathematical Control and Information 1998 15(3):303-315; doi:10.1093/imamci/15.3.303
© 1998 by Institute of Mathematics and its Applications
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Perturbation feedback control in general multiple linear-quadratic control problems

KOK LAY TEO, DUAN LI{dagger}, and YANQUN LIU

School of Mathematics and Statistics, Curtin University of Technology Bentley, WA 6102, Australia
Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong Shatin, N.T., Hong Kong
School of Mathematics and Statistics, Curtin University of Technology Bentley, WA 6102, Australia

{dagger} Author to whom all correspondence should be addressed.

The formulation of general multiple linear-quadratic control covers a general class of optimal-control problems for linear systems when more than one quadratic performance index are present. A perturbation feedback control solution scheme is proposed in this paper to adjust on line the optimal control law when the system experiences perturbation.

Keywords: Linear-quadratic control; multiobjective control; general multiple linear quadratic control; perturbation feedback control.


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