Optimal compensation by linear robust control for uncertain systems
Consider the uncertain discrete-time controlled system \[ x_{k+1} =Ax_k+ Bu_k+ BDv_k(x_k, \sigma_k) \] with \((A,B)\) stabilizable and \(v:{\mathcal R}^n \times {\mathcal R}^s\to {\mathcal R}^n\) is a continuous mapping satisfying \[ \bigl| v_k(x,\sigma) \bigr| \leq\gamma_1| x| +\gamma_2. \] It is required to find a feedback control in order to make the closed loop system uniformly bounded and uniformly ultimately bounded. The following control is proposed \[ u= Kx-\gamma B^TP(A+BK)x. \] Here \(K\) is such that \(A+BK\) is a Hurwitz matrix while \(P>0\) is the unique solution of the Lyapunov equation \[ (A+BK)^T P+P(A+BK) =-Q \] \(Q>0\) being arbitrary. The parameter \(\gamma\geq 0\) is chosen according to an optimization algorithm in order to maximize the size of the ultimate boundedness region. An example taken from macroeconomic control is considered.
- Partial compensation for uncertain discrete systems
- <tex>L^{1}</tex>-optimal compensators for continuous-time systems
- scientific article; zbMATH DE number 2061401 (Why is no real title available?)
- Optimal Steady-State Disturbance Compensation for Constrained Linear Systems: The Gaussian Noise Case
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