Hit-and-Run: New design technique for stabilization, robustness and optimization of linear systems

Boris T. Polyak, Elena Gryazina

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

14 Citations (Scopus)

Abstract

New randomized algorithms for stabilization and optimal control for linear systems are proposed. They are based on Hit-and-Run method, which allow generating random points in convex or nonconvex domains. These domains are either stability domain in the space of feedback controllers, or quadratic stability domain, or robust stability domain, or level set for a performance specification. By generating random points in the prescribed domain one can optimize some additional performance index. The approach demonstrated its high efficiency for numerous classical examples of design problems.

Original languageEnglish
Title of host publicationProceedings of the 17th World Congress, International Federation of Automatic Control, IFAC
Edition1 PART 1
DOIs
Publication statusPublished - 2008
Externally publishedYes
Event17th World Congress, International Federation of Automatic Control, IFAC - Seoul, Korea, Republic of
Duration: 6 Jul 200811 Jul 2008

Publication series

NameIFAC Proceedings Volumes (IFAC-PapersOnline)
Number1 PART 1
Volume17
ISSN (Print)1474-6670

Conference

Conference17th World Congress, International Federation of Automatic Control, IFAC
Country/TerritoryKorea, Republic of
CitySeoul
Period6/07/0811/07/08

Keywords

  • Time-invariant systems

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