An ellipsoid algorithm for probabilistic robust controller design

DOI10.1016/S0167-6911(03)00115-4zbMATH Open1157.93389OpenAlexW2168251422MaRDI QIDQ2503519FDOQ2503519

Michel Verhaegen, Bart De Schutter, Stoyan Kanev

Publication date: 21 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(03)00115-4

Recommendations

• Probabilistic robust design with linear quadratic regulators
• The Randomized Ellipsoid Algorithm for Constrained Robust Least Squares Problems
• A probabilistic ellipsoid algorithm for linear optimization problems with uncertain LMI constraints
• Probabilistic Design of a Robust Controller Using a Parameter-Dependent Lyapunov Function
• Probabilistic Robust Controller Design: Probable Near Minimax Value and Randomized Algorithms

zbMATH Keywords

Robust controlRandomized algorithmsEllipsoid algorithmProbabilistic designRobust LMIs

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Robust stability (93D09)

Cites Work

• Linear Matrix Inequalities in System and Control Theory
• Geometric algorithms and combinatorial optimization
• Robust constrained model predictive control using linear matrix inequalities
• Title not available (Why is that?)
• Probabilistic robust design with linear quadratic regulators
• Randomized algorithms for probabilistic robustness with real and complex structured uncertainty.
• A probabilistic approach to multivariable robust filtering and open-loop control
• Stochastic algorithms for exact and approximate feasibility of robust LMIs
• Probabilistic design of LPV control systems.
• Title not available (Why is that?)
• Stochastic robustness of linear time-invariant control systems
• Order statistics and probabilistic robust control

Cited In (28)

• Chance-constrained \(H_\infty\) control for a class of time-varying systems with stochastic nonlinearities: the finite-horizon case
• Robust identification and control based on ellipsoidal parametric uncertainty descriptions
• Statistical Learning Theory: A Pack-based Strategy for Uncertain Feasibility and Optimization Problems
• The Randomized Ellipsoid Algorithm for Constrained Robust Least Squares Problems
• A probabilistic ellipsoid algorithm for linear optimization problems with uncertain LMI constraints
• Robustly asymptotically stable finite-horizon MPC
• Probabilistic robust design with linear quadratic regulators
• A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
• Stochastic ellipsoid methods for robust control: Multiple updates and multiple cuts
• A statistical learning theory approach for uncertain linear and bilinear matrix inequalities
• Cautious \(\mathcal H_2\) optimal control using uncertain Markov parameters identified in closed loop
• Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities
• Identification and robust control for systems with ellipsoidal parametric uncertainty by convex optimization
• Discussion on: ``Why is resorting to fate wise? A critical look at randomized algorithms in systems and control
• A primal--dual probabilistic setting for quadratic stability of uncertain systems
• Design of fault-tolerant control for MTTF
• Research on probabilistic methods for control system design
• Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
• Identification and control: joint input design and \(\mathcal H_\infty\) state feedback with ellipsoidal parametric uncertainty via LMIs
• Predictive actuator fault-tolerant control under ellipsoidal bounding
• Design of robust linear state feedback laws: Ellipsoidal set-theoretic approach
• A survey of randomized algorithms for control synthesis and performance verification
• A new statistical approach for the analysis of uncertain systems
• Robust control design through the attractive ellipsoid technique for a class of linear stochastic models with multiplicative and additive noises
• Randomized algorithms for robust stability and guaranteed cost control of stochastic jump parameter systems with uncertain switching policies
• Discussion on: ``GPC robust design using linear and/or bilinear matrix inequalities
• Robust \(H_{\infty }\) control design for best mean performance over an uncertain-parameters box
• Monte Carlo and Las Vegas randomized algorithms for systems and control. An introduction

This page was built for publication: An ellipsoid algorithm for probabilistic robust controller design

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2503519)