Optimal actuator selection for output variance constrained control

In this paper, a specified number of actuators are selected from a given set of admissible actuators. The selected set of actuators is likely to use minimum control energy while required output variance constraints are guaranteed to be satisfied. The actuator selection procedure is an iterative algorithm composed of two parts; an output variance constrained control and an input variance constrained control algorithm. The idea behind this algorithm is that the solution to the first control problem provides the necessary weighting matrix in the objective function of the second optimization problem, and the sensitivity information from the second problem is utilized to delete one actuator. For variance constrained control problems, by considering a dual version of each control problem an efficient algorithm is provided, whose convergence properties turn out to be better than an existing algorithm. Numerical examples with a simple beam are given for both the input/output variance constrained control problem and the actuator selection problem.