Generalized Kleinman-Newton method in discrete-time
José C. Geromel, Grace S. Deaecto · IFAC-PapersOnLine · 2017
This paper addresses the general problem of optimal linear control design subject to convex gain constraints. The classical approaches based exclusively on Riccati equations or linear matrix inequalities (LMIs) are unable to treat problems that incorporate feedback gain constraints, as for instance, reduced order (including static) output feedback control design. In this paper, a genuine generalization of the celebrated Kleinman-Newton Method (KM) is proposed and keeps intact the monotone convergence to a local minimum. Discrete-time systems performance is revisited in order to express them in the same framework of the original KM. We believe that other control design problems can be also considered by the adoption of the same ideas and algebraic manipulations. Several examples borrowed from the literature are solved for illustration of the numerical performance.