SIAM Journal on Control and Optimization, Vol.44, No.5, 1787-1810, 2005
A search algorithm for a class of optimal finite-precision controller realization problems with saddle points
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.
Keywords:closed-loop stability;digital controller;finite word length;game theory;optimization;saddle points