An Algorithm to Design Pareto Optimal Controllers for Linear Systems

In this paper, an algorithm is proposed for the multi-objective optimal design of controllers with fixed structure, but tunable parameters, for linear time-invariant systems. Differently from other tools available in the literature, the proposed method allows one to determine an exact solution to a multi-objective minimization problem without eliminating variables. Several applications of the proposed method, which span from the computation of a Pareto optimal solution for a differential game to the fast stabilization of a closed-loop system, are reported to corroborate the theoretical results.