Title
A Short Note on Constrained Linear Control Systems With Multiplicative Ellipsoidal Uncertainty.
Abstract
This technical note revisits the classical robust control question of how to design linear control laws for uncertain linear dynamic systems. We formulate this robust control design problem from a modern optimal control perspective which allows us to take into account control and state constraints that have to be satisfied by the closed-loop system for all possible uncertainty scenarios. The contribution of this technical note is the derivation of a conservative but computationally tractable robust control design problem formulation for the case that multiplicative uncertainties are present in the linear dynamic systems, which render the robust control problem non-convex in general. Here, our approximation technique relies on propagating ellipsoidal bounds on the reachable states of the closed-loop system. The methods developed in this technical note can also be used as a building block for tube based model predictive control schemes, where robustly designed linear control laws can help to reduce the conservatism of open-loop predictions. We illustrate the proposed techniques with a numerical case study.
Year
DOI
Venue
2016
10.1109/TAC.2016.2551682
IEEE Trans. Automat. Contr.
Keywords
Field
DocType
Uncertainty,Robust control,Robustness,Ellipsoids,Closed loop systems,Predictive control
Mathematical optimization,Optimal control,Linear-quadratic-Gaussian control,Multiplicative function,Control theory,Model predictive control,Robustness (computer science),Adaptive control,Robust control,Mathematics,Dynamical system
Journal
Volume
Issue
ISSN
61
12
0018-9286
Citations 
PageRank 
References 
1
0.38
13
Authors
3
Name
Order
Citations
PageRank
Boris Houska121426.14
Adeleh Mohammadi210.38
Moritz Diehl31343134.37