Robust Linear Static Anti-Windup With Probabilistic Certificates

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Publication:5282410

DOI10.1109/TAC.2016.2586606zbMATH Open1366.93570OpenAlexW3099642291MaRDI QIDQ5282410FDOQ5282410


Authors: Simone Formentin, Fabrizio Dabbene, Luca Zaccarian, Sergio M. Savaresi, Roberto Tempo Edit this on Wikidata

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: In this paper, we address robust static anti-windup compensator design and performance analysis for saturated linear closed loops in the presence of nonlinear probabilistic parameter uncertainties via randomized techniques. The proposed static anti-windup analysis and robust performance synthesis correspond to several optimization goals, ranging from minimization of the nonlinear input/output gain to maximization of the stability region or maximization of the domain of attraction. We also introduce a novel paradigm accounting for uncertainties in the energy of the disturbance inputs. Due to the special structure of linear static anti-windup design, wherein the design variables are decoupled from the Lyapunov certificates, we introduce a significant extension, called scenario with certificates (SwC), of the so-called scenario approach for uncertain optimization problems. This extension is of independent interest for similar robust synthesis problems involving parameter-dependent Lyapunov functions. We demonstrate that the scenario with certificates robust design formulation is appealing because it provides a way to implicitly design the parameter-dependent Lyapunov functions and to remove restrictive assumptions about convexity with respect to the uncertain parameters. Subsequently, to reduce the computational cost, we present a sequential randomized algorithm for iteratively solving this problem. The obtained results are illustrated by numerical examples.


Full work available at URL: https://arxiv.org/abs/1505.06562




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