J. Comp. Math., 30 (2012), pp. 279-297.

A Conjugate Gradient Method for Discrete--Time Output Feedback Control Design

El-Sayed M.E. Mostafa 1

1 Department of Mathematics, Faculty of Science, Alexandria University, Alexandria, Egypt

Received 2010-3-22 Accepted 2011-9-1
Available online 2012-5-7


In this paper, the discrete--time static output feedback control design problem is considered. A nonlinear conjugate gradient method is analyzed and studied for solving an unconstrained matrix optimization problem that results from this optimal control problem. In addition, through certain parametrization to the optimization problem an initial stabilizing static output feedback gain matrix is not required to start the conjugate gradient method. Finally, the proposed algorithms are tested numerically through several test problems from the bench ark collection.

Key words: Output feedback control, Nonlinear conjugate gradient methods, Nonlinear programming.

AMS subject classifications: 49N35, 49N10, 93D52, 93D22, 65K05.

Email: emostafa@alex-sci.edu.eg

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