H infty optimization of transfer function matrix - which method?

Question

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I have a two-dimensional (2 x 2) transfer function matrix like this:

The aim is to solve optimization problem:

I used the code below, but there is no convergence:

      s = tf('s');
      x = fmincon(@(x) norm([1/(x(1)*s+1), 1/(s+0.5); 3/(s+3), 1/(x(2)*s+2),inf),[1 1],[],[],[],[],[0 0],[2 2])

How can I treat this optimization problem? Which one of optimization methods is useful for this problem?

Any ideas would be appreciated.

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Answer 1

Dina Irofti 2014-3-9

0 个投票

Try the hinfsyn function.

Answer 2

Matt J 2014-3-9

编辑：Matt J 2014-3-9

0 个投票

You might also be able to do it with FMINSEARCH

       x = fminsearch(@(x) norm([1/(x(1)*s+1), 1/(s+0.5); 3/(s+3), 1/(x(2)*s+2),inf),[1 1])

or with FMINSEARCHBND if you really care about those upper and lower bounds on x,y.