Probabilistic robust design with linear quadratic regulators

DOI10.1016/S0167-6911(01)00117-7zbMath0974.93070MaRDI QIDQ5941461

Roberto Tempo, Boris T. Polyak

Publication date: 20 August 2001

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

zbMATH Keywords

randomized algorithmslinear quadratic regulatorsprobabilistic robust designstochastic stabilizationsubgradient iterations

Mathematics Subject Classification ID

Convex programming (90C25) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15)

Related Items

Randomized algorithms for quadratic stability of quantized sampled-data systems ⋮ Stability analysis of sampled-data switched systems with quantization ⋮ A survey of randomized algorithms for control synthesis and performance verification ⋮ Guaranteed cost regulator design: a probabilistic solution and a randomized algorithm ⋮ FAST—Fast Algorithm for the Scenario Technique ⋮ Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities ⋮ Robust reliability method and reliability‐based performance optimization for non‐fragile robust control design of dynamic system with bounded parametric uncertainties ⋮ Desired dynamic equational <scp>proportional‐integral‐derivative</scp> controller design based on probabilistic robustness ⋮ Distributed robust filtering with \(H_\infty\) consensus of estimates ⋮ Probabilistic design of LPV control systems. ⋮ Recursive algorithms for inner ellipsoidal approximation of convex polytopes. ⋮ On stochastic gradient and subgradient methods with adaptive steplength sequences ⋮ Computational complexity of randomized algorithms for solving parameter-dependent linear matrix inequalities. ⋮ Robust control of uncertain systems: classical results and recent developments ⋮ A statistical learning theory approach for uncertain linear and bilinear matrix inequalities ⋮ Design of fault-tolerant control for MTTF ⋮ Discrete-timeH_∞andH₂control with structured disturbances and probability-relaxed requirements ⋮ A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs ⋮ Iterative robust control: speeding up improvement through iterations ⋮ A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality ⋮ Hard problems in linear control theory: possible approaches to their solution ⋮ Linear quadratic regulation of systems with stochastic parameter uncertainties ⋮ Randomized algorithms for robust stability and guaranteed cost control of stochastic jump parameter systems with uncertain switching policies ⋮ Statistical Learning Theory: A Pack-based Strategy for Uncertain Feasibility and Optimization Problems ⋮ Research on probabilistic methods for control system design ⋮ Probability-guaranteed robust \(H_{\infty }\) performance analysis and state-feedback design ⋮ An ellipsoid algorithm for probabilistic robust controller design ⋮ A primal--dual probabilistic setting for quadratic stability of uncertain systems ⋮ 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 ⋮ Discussion on: ``GPC robust design using linear and/or bilinear matrix inequalities ⋮ A new vertex result for robustness problems with interval matrix uncertainty ⋮ On convex parameterization of robust control design for minimizing (conditional) performance at risk ⋮ Discussion on: ``Why is resorting to fate wise? A critical look at randomized algorithms in systems and control ⋮ Cautious \(\mathcal H_2\) optimal control using uncertain Markov parameters identified in closed loop ⋮ Reliability Modeling of Fault Tolerant Control Systems ⋮ An efficient reliability method for probabilistic H-infinity robust control of uncertain linear dynamic systems ⋮ Randomized methods for design of uncertain systems: sample complexity and sequential algorithms ⋮ A probabilistic ellipsoid algorithm for linear optimization problems with uncertain LMI constraints ⋮ Polytopic best-meanH_∞performance analysis ⋮ Non-probabilistic robust reliability method and reliability-based performance optimization for active vibration control of structures and dynamic systems with bounded uncertain parameters ⋮ An efficient methodology for robust control of dynamic systems with interval matrix uncertainties

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Order statistics and probabilistic robust control
• Probabilistic robustness analysis: Explicit bounds for the minimum number of samples
• Recursive algorithms for inner ellipsoidal approximation of convex polytopes.
• Bounded-error parameter estimation: Noise models and recursive algorithms
• Random spherical uncertainty in estimation and robustness
• Randomized algorithms for probabilistic robustness with real and complex structured uncertainty
• Improved sample complexity estimates for statistical learning control of uncertain systems
• Stochastic robustness of linear time-invariant control systems
• The method of recursive aim inequalities in adaptive control theory
• Regulators for linear, time invariant plants with uncertain parameters
• Randomized algorithms for robust controller synthesis using statistical learning theory
• Optimal guaranteed cost control and filtering for uncertain linear systems
• Linear Matrix Inequalities in System and Control Theory
• Stochastic algorithms for exact and approximate feasibility of robust LMIs
• On avoiding vertexization of robustness problems: the approximate feasibility concept
• Gradient methods for solving equations and inequalities
• Extensions of quadratic minimization theory I. Finite time results
• Minimization of unsmooth functionals