Title
Nonlinear robust optimization of uncertainty affine dynamic systems under the L-infinity norm
Abstract
In this paper, we discuss robust optimal control techniques for dynamic systems which are affine in the uncertainty. Here, the uncertainty is assumed to be time-dependent but bounded by an L-infinity norm. We are interested in finding a tight upper bound for the worst case excitation of the inequality state constraints requiring to solve a parameterized lower-level maximization problem. In this paper, we suggest to replace this lower level maximization problem by an equivalent minimization problem using a special version of modified Lyapunov equations. This new reformulation offers advantages for robust optimal control problems where the uncertainty is time-dependent, i.e. infinite dimensional, while the inequality state constraints need to be robustly regarded on the whole time horizon.
Year
DOI
Venue
2010
10.1109/CACSD.2010.5612793
Computer-Aided Control System Design
Keywords
DocType
ISBN
lyapunov matrix equations,minimisation,nonlinear control systems,optimal control,uncertain systems,l-infinity norm,equivalent minimization problem,inequality state constraints,lower-level maximization problem,modified lyapunov equations,nonlinear robust optimization,uncertainty affine dynamic systems
Conference
978-1-4244-5355-9
Citations 
PageRank 
References 
0
0.34
4
Authors
2
Name
Order
Citations
PageRank
Boris Houska121426.14
Moritz Diehl21343134.37